I've tried to check via videos and the wiki but haven't found the answer - do the Myrmidon forms have any resistances and immunities?
Also the normal wildshape forms seem to gain a damage buff at certain levels to their attacks - do the Myrmidons also gain that buff??
Nope, no resistances. the increase of damage rolls for wildshapes are at set levels and since you get myrmidons at 10, by lv12 their damage roll is not upgraded, just their HP.
Although if you're going for HP/tanking, 2 owlbears net you like 180 hp with 2 wildshape charges, whereas the myrmidon only nets you ~98 hp for 2 wildshape charges, and their damage is not that much higher than owlbear, plus owlbear always gets one crushing leap for damage+prone to buff your follow up attack roll hit rates. And when they fix wild strikes to actually work and ignore physical resistances, owlbear will be all the better as myrmidons do hybrid elemental damage and are subject to elemental resistance rules on their elemental damage type.
If they fix Fire Myrmidon haste to not automatically cancel on the same turn it's used and send you into lethargy after 1 attack, fire myrmidon may still be our best damage form, but not by that much, and in terms of crowd control and overall survival contribution owlbear is still the best form by far. Myrmidon only starts to shine when you need a ton of movement beyond crushing leap, as myrmidons have a teleport+ fly so they can cover more ground, but these instances are rare. I would say maybe when killing Aunt Ethel the second time, you use fire myrmidon to take out 2 mushrooms in 1 turn, and maybe trying to save the Gondians in Steelwatch Foundry where you go Air Myrmidon for the extra damage on the Steelwatch Knights since they are vulnerable to lightning. But even there you probably prefer owlbear to aoe prone the enemies so they don't hit the Gondians and just give Gale a potion of speed plus arcane battery from a staff to get off 2 chain lightnings and that's probably enough to fry two groups of adds plus one steelwatch knight, leaving only another steelwatch knight and the group of enemies by the ramp.