Phonon-plasmon coupled excitations in heavily doped polar materials are addressed by examining bare and integrated electron energy loss spectroscopy (EELS) and phonon spectra. Results are obtained in the zero temperature limit for two semiconductors heavily discussed in the literature, namely GaAs and anatase TiO2, characterized by the weak and the moderate electron-phonon interaction (EPI), respectively. The most prominent spectral features are identified, not only as a function of the electron density that defines the adiabaticity parameter, yet also from the perspective of the EPI strength. In particular, while the adiabaticity parameter undoubtedly governs collective excitations' dispersions, our findings show that the EPI strength profoundly affects the damping of collective excitations within the electron-hole continuum and the distribution of the spectral weight in both the EELS and the phonon spectra. For the weak EPI, the phonon-like excitation is generally well defined and the total EELS spectral weight is redistributed roughly equally among two excitations in the antiadiabatic and the resonant regime. On contrary, in these two regimes, when the EPI is stronger there exist no well-defined collective excitations in a broad range of momenta of the order of magnitude of the Fermi wave vector, with the damping being enhanced by the increasing plasmonic character of excitations. Furthermore, the EELS spectral weight is dominated by the higher frequency excitation, allowing for an experimental estimate of the EPI strength even when the energy resolution is limited. The stronger EPI is accompanied by the large additional phonon spectral weight unambiguously attributed to the lower frequency excitation. In the adiabatic regime, this additional phonon spectra weight is a consequence of the phonon softening effects, while in the antiadiabatic regime it arises due to the virtual cloud of phonons that accompanies the plasma oscillations.