Just as you stumbled upon at the end of your video, it's always best to start the path at the ride exit and then connect it to the larger path. Starting at the exit and working your way to the large path will always give you the easiest connections (at least that's how it's worked out for me). Starting the path off the large path will still work, but it's a lot more touchy. I believe it would've connected if you would've tried to raise the path to the exit, but it's a pain.
Even if you do just the first tiny part of the path from the exit first, you are going to find it easier to add paths.
I hope this helped you!