The definitions you have are more or less correct for British English. In BrE, the word 'show' suggests light entertainment of some kind - music, dance, games, celebrity interviews and so on. In BrE, we wouldn't normally use the word 'show' for a drama, a thriller or a documentary. For most BrE speakers, these are TV programmes, but not shows. 'TV programme' is the more general term. In other words, a TV show is a specific type of TV programme. All TV shows are TV programmes, but not all TV programmes are shows.
American English differs from British English in this respect. Speakers of AmE use the word 'TV show' to cover all kinds of TV products, including dramas, thrillers and so on. I think you could probably say that the broader AmE use of 'TV show' corresponds to the BrE meaning of 'TV programme'.
And yes, a series is any show (Am E or Br E) or programme (Br E) that has seasons. We all use this word in the same way. (Note that we also have the word 'serial' for a dramatised version of a story in a number of episodes. This is more of a British term, I believe.)
The other thing to bear in mind is that the language is changing all the time, and Am E is becoming more and more widespread in the UK. I'm quite sure that the younger a British person is, the more likely they are to say 'TV show' rather than 'TV programme'. My prediction is that the term 'TV programme' will soon become outdated, and the Am E usage will take over.