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To close out this topic (unless anyone has advice), I believe the following post answers my question about whether mimargins can be used in conjunction with runmlwin. The answer is no.
https://www.cmm.bristol.ac.uk/forum/viewtopic.php?f=3&t=1929&sid=d7cfd5152e73b023f200ccd0d489edb4#p4431

It sounds ...

Hello all,

I have used the very helpful posts here to run runmlwin after multiple imputation using mi estimate. However, I need to make out-of-sample predictions after this procedure and have found that mimgrns from SSC is one of the few (or only?) possible way to do this despite some caveats to ...

Hello Chris,

I tried to use a publicly available dataset and I did not receive the error about missing data, but it is having the estimation problem that I initially wrote about:
. realcomImputeLoad
file impvals.txt not found

Perhaps it just isn't a very good example and if so please let me know ...

Hello Chris,

Unfortunately, I did try that and received the same error. I've also tried a few different missing values (ex. STATA's default -9.999e+29, 9999, and 99999) and also have tried running the model with different response and auxiliary variables to see if was something wrong with the ...

Hello Chris,

Thank you for that information, that will be very helpful. In an effort to try to figure out what might be going wrong, I tried to simplify the problem. I ran MI again with just two variables, BMI at age 18 which is missing for about 44% of people and current BMI which I made sure was ...

Hello Chris,

Thank you for the fast reply. It does seem like there might have been estimation problems, although I did not see anything in the log to indicate this. When I click "view results" I do get error messages (attached). I did monitor one of the MCMC trajectories while it was running, but ...

Hello,

I ran what appeared to be a successful imputation procedure, but when I type realcomImputeLoad in stata, I am getting the following error:

file imputeiter100. not found

If it's helpful to diagnose this error, here is my model in stata:
realcomImpute bmi bmixsplinea1 bmixsplinea2 ...