Update: Not sure how exactly but...Underworld and Legend are working! I used the Legend SCU a few times and at some point tried making some saves, then after I'd reset everything I discovered a Legend folder complete with the saves had been created in my documents on C: even though the game is installed on D: So I tried installing Underworld on D: and the Eidos folder was created in my documents too. I still don't know why it wouldn't work this way in the first place, and I'm not sure why it works now, but I think it must have something to do with the SCU.