Is there a way to play PMVs and their scripts one after another?

Yup, use Scriptplayer, it allows for playlists and is a pretty solid program. If you’re using a Handy, depending on the firmware version you have, you may need to download the beta instead of the release. But search the threads on Software if you have problems.

https://discuss.eroscripts.com/t/scriptplayer-1-1-0-new-release-18-01-2020/206