In particular, the
Sneaky Upgrade for Thief 3 includes the
Thief Deadly Shadows Gold mod, which removes all zones (except in the tutorial mission).
This, for the actual levels - makes them much more enjoyable, I hated those loading screens also. But the city hubs are still separated by loading screens. Still great fun to play that game, just an adjustment from the first two in style and approach.
I replayed all three games this year. The Dark Project I quit back in the day because I was too scared of the Cathedral level. But I played through all of it this time as Thief Gold, with extra missions that were diverse and huge, almost no undead in those (but still plenty in some of the original missions), and more along the design philosophy of Metal Age, which I think is a much more tightly designed game. I rarely got lost but I did often in levels from the first game, like The Sword, and definitely Thieves Guild.
It was a trip and nostalgic to replay them all back to back. Get those mods if anyone wants to do the same, the Necro Age 2 graphics pack looks fantastic on a modern widescreen, there are updated sounds, etc. Steam has some good guides from users on updating all the games. The orig textures are way too ugly now.
And finally, after Metal Age, and before Deadly Shadows - T2X is a must play, a full fan mission campaign, as long as any of the official games, with cutscenes, solid voice acting, and some quality of life improvements. You play as a lady thief in a story that develops along the same timeline as Metal Age. Very diverse missions, including in the snow, a moving train, city goodness, and some very creepy undead levels (wasn't a fan of those).
My favorite thing about Deadly Shadows is the varied and unique enemies and how they fight with each other. Plus the Shadows really do look great.
And finally, Down in the Bonehoard from the first game is one of best designed levels in any game.