I wouldn't stack those 2 penalties because they have the same source : something is disturbing your mouvement.
On the contrary, I would stack the penalties to mouvement of a Entangle spell and the fact that a PC can see (fog, blindness, etc).
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Double Movement Cost
When your movement is hampered in some way, your movement usually costs double. For example, each square of movement through difficult terrain counts as 2 squares, and each diagonal move through such terrain counts as 3 squares (just as two diagonal moves normally do).
If movement cost is doubled twice, then each square counts as 4 squares (or as 6 squares if moving diagonally). If movement cost is doubled three times, then each square counts as 8 squares (12 if diagonal) and so on. This is an exception to the general rule that two doublings are equivalent to a tripling.
Interestingly, the blurb from "Entangled" refers to "mov[ing] at half speed", rather than doubling movement cost.
Entangled
The character is ensnared. Being entangled impedes movement, but does not entirely prevent it unless the bonds are anchored to an immobile object or tethered by an opposing force. An entangled creature moves at half speed, cannot run or charge, and takes a -2 penalty on all attack rolls and a -4 penalty to Dexterity. An entangled character who attempts to cast a spell must make a Concentration check (DC 15 + the spell’s level) or lose the spell.
I don't see the difference in terminology as being important here. I think they stack.
Caveat: I don't have the description of a harpoon's effect here, so that might change my response.