I haven't personally tested the importer with effects, but AFAIK the most well-maintained version of a blender importer for wc3 is outlined here:
Hey there, this post's task is to outline the simplest way to get a model straight from the game into Blender. Required programs: CascView Blender (latest is probably the best, 4+ at the time of writing, subject to update when the plugin updates) Importer plugin: Tw1lac's maintained version of...
www.hiveworkshop.com
As for WoW, it is a bit of a hot mess at the moment iirc because WoW model viewer isn't being maintained anymore. I think the old versions of WoW model viewer had some FBX export options (which could then be imported into Blender), and with some online research you can find download links to older WoW clients so you can use legacy versions of WoW model viewer. But I remember trying that about a year ago and I ran into too many issues getting it to work. But for a more native approach, people usually use
wow.export and then you could try using an importer like this one:
GitHub - ThatAsherGuy/WoWbjectImporter: A World of Warcraft Model Importer for Blender