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I saw that F9P is reporting velocity and wondering if I will get better results fusing this data. If so, what is the best way of doing it.

When deadling with EKF's, I tend to think in terms of information sources. The benefit of these filters is that you can add any number of separate sources of information and get usable data out. The problem here is that I suspect that the GPS module only uses GPS to produce its data, meaning that even though it looks like two different sources, it is actually just one. If so, adding both of them to your EKF will be the same thing as adding just one. Don't bother with the velocity in the EKF.