Wow, that's frustrating about Major Havoc emulated in MAME. The vector graphics are not all showing in the space maze stage. I keep running into nothing!
I never really played Major Havoc (just a few times), but it is included in the Atari's Greatest Hits collection on the PC/PS 2/Android. Perhaps the emulation in one of those versions may be better.
I can say that the vector game Space Duel (one of my all-time favourites) works just fine.