You asked for it, and here it is! Myst III: Exile, a full playthrough with commentary before, during and after about the game's development, story, puzzles, conclusion, and place in the Myst series.

0:00:00 Introduction
0:01:13 About Myst 3
0:06:33 Tomahna
0:11:50 J'nanin
0:19:42 J'nanin (To Voltaic)
0:23:42 Voltaic
0:41:14 J'nanin (To Edanna)
0:42:58 Edanna
0:57:55 J'nanin (To Amateria)
0:59:50 Amateria
1:15:15 Narayan
1:33:02 Ending
1:36:07 Closing Thoughts

YouTube Videos:
- A Brief History of Myst:    • A Brief History of... Myst  
- Making of Myst 3:    • The Making of Myst III Exile  
- Ambiance Playlist:    • Myst III: Exile - Ambient Themes (Ext...  
- GDQ Speedrun:    • Myst III: Exile by Admiral Flapjack i...  

References:
- Myst 3 and 4 Development: https://web.archive.org/web/200902102...
- Exile's End: http://sepdet.istad.org/myst/exilesEn...
- Action Figures:   / my_collection_of_exile_action_figures_they...