Well, first of all I think you have to get the colorway you love. If you don't, you'll regret it.
Second, I have paid over retail for a couple of scarves I really wanted (not $500, although I'm not saying I never would). They were grail scarves, which I knew I wanted more than any other scarves after doing a lot of research into all the scarves H has made over the years. I had my eye on eBay for months and had an idea of what the market price would be for those scarves--which is why I paid over retail; I knew I'd probably have to in order to get them.
Third, I know I've seen Mythologies on eBay before, although I don't pay a lot of attention to prices or colorways of that one because I'm not a KO fan. But if you see something once, chances are you'll see it again, and if $500 is out of your comfort zone (which it probably should be!), chances are you'll be able to find it sooner or later for less. But it might take a while. She just listed the scarf a couple of days ago--I don't think she's listed it before, at least not recently--so she might lower the price after a while if it doesn't sell.