Welcome to LQ !
I fully agree with you that 4MLinux is a great distro
I cannot promise anything as for making it possible to install 4MLinux to an external hard disk drive. I am a bit busy with implementing some other features (UEFI support in 4MLinux 20, SAMBA support in 4MLinux 21).
However I can do one thing for you (and me :-) - Wolfenstein 3D will be added back in 4MLinux 20.0 Stable (to be released on the 1st of November). I am glad that someone else likes these old school games.
Thanks for your nice words about 4MLinux !