Although it isn't something that I have used personally, I noticed that the Lutris Open Gaming Platform for GNU/Linux has script support for both Myth TFL and Myth II:
https://lutris.net/games/myth-the-fallen-lords/
https://lutris.net/games/myth-ii-soulblighter/
This script support for both games is apparently for use with Wine rather than using the native Linux support available for Myth II. Myth III doesn't have any script support (yet).
This approach might offer better success to those who are having problems with Myth I and II on more recent versions of Windows. Might be interesting to see if there are any Live CD/DVD or USB distributions that include Lutris.