This is interesting. According to the Toughpigs interview with Kathy Mullen it seems the whole bit about Jim Henson not liking the mix of puppetry and outsourced animation wasn't entirely the reason that they pulled LMM prematurely. So something was wrong with Marvel's (and presumably Toei's) end. And that stalled production enough to just get rid of it. It would be amazing if these animations were found. They seem lost forever.