Hi!
Having lived half my life on one side of the Atlantic and the other half here in Europe, may I offer my own version of 65 years of "problem solving"

in this instance?
A) US rolling stock on Märklin tracks (excluding Locos) will work in most instances, but as Henrik said you really need to regauge the inner flange distance to 13.8 mm
In practically all cases you *don't* need to look for other axles. (Which can be even more frustrating than derailments!!)
The only problem you may *still* encounter is on switches /crossings where the NMRA style skinny flanges will tend to "dive" in the gaps and give a wobbly look at your train.
Contrary to common belief , the smaller track radii is *usually* not a problem (except very long vehicles ) , since US rolling stock doesn't have buffers!
All my US style rolling stock runs with Kadee couplers . (regardless of maker, wether European, US, Chinese, Japanese, Korean ,etc.)
If height is correctly adjusted they won't interfere with pukos. But in case they sag a bit, you can always bend that little pesky uncoupling c-shaped hook a little more (with the Kadee smart little tool)
And since Kadee has several length of plug-in Kadee coupler with NEM stems, the adaptation of Marklin rolling stock is instantaneous.
B) If you prefer to run Kadee couplers on your European style vehicles, I will certainly *not* discourage you to do so.
They are excellent in all regards , except for electrical connection between vehicles.
Again for all the recent NEM KK pocket equiped European equipment (which makes 99.5% of today's production over here) you can use the Kadee NEM compatibles.
Just do me a favor though : if you have **a lot ** of stock to convert that way, let me know: I want first to buy some Kadee shares, as I suspect their stock will increase in value significantly as a result of your massive purchase
C) Converting US power to 3 rail operation is an all different ball game!
I could write a book (maybe even two!

!) on this subject.
Some brands will be more "cooperative" than others.
But always it will require some in depth "surgery" and "remodeling".
My favorite brand here is KATO diesels (and the associated brands like e.g. Steward which I suspect come from the same "hands) , but I have converted equipment from many other makers.
Although the flanges are the skinny version, they seem to work very well on C and Ktrack, (providing they are adjusted to the proper spacing)
I haven't had an Mtrack layout for decades, so hard for me to vouch for their performance in that case.
For example, in KATO's case, I simply disable one of the power bogies, remove the gears as to provide the space and clearance to mount the pick up shoe.
The pick up is mounted like on a Märklin loco, after fitting a custom-machined mounting piece under the bogie. (Usually a strip of platic equiped with a small M2 threaded brass insert)
Then I take the wheels off the remaining powered bogie and cut a groove in each of them (on a lathe) and install a Märklin traction tire.
After that all what remains to do is adjusting the remaining axles to the Märklin compatible 13.8 mm flange spacing .(Did I say that before?
Done.
Works marvelously ( maybe ask Alsterstreek?

)
Steamers are way more complicated , because re-gauging may require to disassemble the complex driving mechanism .
In short: converting locos is possible and a nice challenge , but be prepared to spend a lot of time on it...
Aadapting cars and coaches, on the other hand, is easy
Enjoy
Jacques