Issue: After buying and installing Myst III on my Mac running OS Catalina, I found I could not run, save, or load games!

Solutions:  Grant "Full Disk Access" to Myst III in the Accessibility and Privacy Settings.  

If this fails to allow Myst III to run, save, or load games, try the following:  Start Myst III using "sudo" from the terminal.  

Running the game using "sudo open" should resolve the issue.