The orientational dynamics of supercooled glycerol is probed using molecular dynamics simulations for temperatures ranging from 323 K to 253 K, through correlation functions of first and second ranks of Legendre polynomials, pertaining respectively to dielectric spectroscopy (DS) and depolarized dynamic light scattering (DDLS). The self, cross, and total correlation functions are compared with relevant experimental data. The computations reveal the low sensitivity of DDLS to cross-correlations, in agreement with what is found in experimental work, and strengthen the idea of directly comparing DS and DDLS data to evaluate the effect of cross-correlations in polar liquids. The analysis of the net static cross-correlations and their spatial decomposition shows that, although cross-correlations extend over nanometric distances, their net magnitude originates, in the case of glycerol, from the first shell of neighbouring molecules. Accessing the angular dependence of the static correlation allows us to get a microscopic understanding of why the rank-1 correlation function is more sensitive to cross-correlation than its rank-2 counterpart.