Thanks for answer. Does that mean if I use
Cryptic Command to draw a card & bounce your
Scaled Behemoth, the play would be illegal and I can therefore choose one of the other modes on the Command, but I cannot decide not to play Cryptic Command? What if I had cast a card like
Murder targeting the Behemoth instead, and there are no other legal targets?
I vaguely recall that if I use Cryptic to bounce e.g.
Mogg Fanatic and draw a card, you can sacrifice Mogg Fanatic to itself and the Cryptic would fizzle, too.
For the first part - you don't. You cannot put cryptic command on the stack with an illegal target. That action would never happen. It is a very different example compared to your earlier question
This also means that you cannot play Murder if there are no legal targets. Playing a spell means you declare any targets and choices, then put it on the stack. If you have no other plays, you pass priority and your opponent can respond with instant effects. If your opponent has no plays or chooses not to do anything, he/she pass priority back and the spell resolves. When resolving, all targets are checked again and if all targets of a spell has become illegal, the spell "fizzles". "Fizzle" is a very old wording, for the past 10 or so years, it has been replaced with "countered due to all legal targets have become illegal" or some such. It's still used as a casual term meaning the same thing.
From the comprehensive rules:
608.2b If the spell or ability specifies targets, it checks whether the targets are still legal. A target that’s no longer in the zone it was in when it was targeted is illegal. Other changes to the game state may cause a target to no longer be legal; for example, its characteristics may have changed or an effect may have changed the text of the spell. If the source of an ability has left the zone it was in, its last known information is used during this process. The spell or ability is countered if all its targets, for every instance of the word “target,” are now illegal. If the spell or ability is not countered, it will resolve normally. Illegal targets, if any, won’t be affected by parts of a resolving spell’s effect for which they’re illegal. Other parts of the effect for which those targets are not illegal may still affect them. If the spell or ability creates any continuous effects that affect game rules (see rule 613.10), those effects don’t apply to illegal targets. If part of the effect requires information about an illegal target, it fails to determine any such information. Any part of the effect that requires that information won’t happen.
The second part was already answered by Nighthawk.