are the spearhead / breakthru exe's named just like error messages above, if not try changing them so they match.

Well, the names are ORIGINAL from installation CD's. So they match.

Missing Menu File
 

I am attempting to follow the instructions in the first post of this thread to consolidate my 4-DVD MOH:AA Warchest discs.

The links to the installer menu you provided are no longer working, but the file is still available from GameCopyWorld. https://gamecopyworld.eu/games/pc_medal_of_honor.shtml

corrected url in first post, now points to where it actually was posted.