Emotion Cause Triplet Extraction in Multimodal Conversations (MECTEC) has recently gained significant attention in social media analysis, aiming to extract emotion utterances, cause utterances, and emotion categories simultaneously. However, the scarcity of related datasets, with only one published dataset featuring highly uniform dialogue scenarios, hinders model development in this field. To address this, we introduce MECAD, the first multimodal, multi-scenario MECTEC dataset, comprising 989 conversations from 56 TV series spanning a wide range of dialogue contexts. In addition, existing MECTEC methods fail to explicitly model emotional and causal contexts and neglect the fusion of semantic information at different levels, leading to performance degradation. In this paper, we propose M3HG, a novel model that explicitly captures emotional and causal contexts and effectively fuses contextual information at both inter- and intra-utterance levels via a multimodal heterogeneous graph. Extensive experiments demonstrate the effectiveness of M3HG compared with existing state-of-the-art methods. Codes are available at https://anonymous.4open.science/r/M3HG-6B34.