I was fortunate enough to see them play this at the QBH in Melbourne (Aus) in about 2004/05, it went off, was brilliant.. but you should check out original studio version with lyrics, I’m sure it will change your opinion of the song
'My Last Words' is off the 1986 "Peace Sells... Who's Buying" album. It is the last song. I appalled you for listening to live concert footage of Megadeth. There are many great concerts which were recorded. Unfortunately, there are many which are not so good. The drums are perfect, but Dirk Verbeuren is playing them here so what else would you expect. Dave's guitar work is good, not his best, but as he said this was only the second time they had played this live in 20 years. Dave's vocals are not so good. Better than when I saw them in 2022. Unfortunately, you get very little bass coming through on this live recording, which is a real shame. The bass line David is playing is really killer. Y'all need to listen to the album version so you can appreciate the bass. Also, many fans consider this to be one of Dave's best solos. He does a good job here. Not as good as the album but good enough. As a Megadeth fan for over 33 years, I do prefer the album before "Risk" over the albums after. The musical aspect of the later songs are top notch. But Dave's lyrics after become "Born Again" took a serious hit. Also, the song structures, how the riffs are placed in some of the songs, are not as good as early Megadeth music, imho. I own all 16 studio albums, but I listen to my playlist which is only the first 7 albums.