I had ended up in a weird sitution where the order of cards come into question. For the lead up, I was working on the hydra mystery and we had converged near hydra, I gained and used the puzzle box to get the sword and another character then took it in a trade, confronted and killed hydra whch was my final mystery. Durning mythos phase there was no mythos card since this was the final round.

So what comes into play first?

During mythos phase when you draw a card but the mythos deck is empty, the mythos phase ends and investigators lose the game.

After mythos phase, final mystery is solved, investigators win the game.

There have been earlier posts on this but to sum up they both happen at the same time and you get to choose which happens first.

(I'd recommend choosing that you win.)

Actually, I believe it's stated directly in the reference guide that in the case when investigators both win and lose at the same time, they automatically win (found! Ref Guide, pag 12, under Winning / Losing, first bullet point)

Yes I do have same situation and sure you win the game.

Rules say: if you cannot draw a mythos card game skip yo the end of mythod phase and here if your last mystery is solve you win a game.