If you open chests straight after a Mythic is released it will not show in the Troops menu without restarting the game.
Due to the way Gems of War is made, if you leave the game open over Daily Reset (7 AM GMT) and do not force quit and restart the game you may not see a new Mythic Troop in your Troops list when you search for it.
However, if this happens the game client (application - what you use to play Gems of War) is still collecting the correct data from our servers. The server data updating to include the new Mythic troop is basically instantaneous. The game client simply needs to be restarted for the new content (Mythic, Troop, Weapon or otherwise) to visually refresh for the Mythic to appear.
TIP: If this happened to you and you opened a lot of Chests, unfortunately, you would have gotten very unlucky earning the Mythic. Keep trying, or check out this article for more tips on earning a Mythic: How to earn a Mythic Troop