I asked a university professor specialized in food chemistry about any possible ways to increase myoglobin and he said that apparently selenium has a very narrow "safety" margin, in other words, only 10 times the normal dosage will result toxic for the body.
Also that selenium as far as he knew was only used for sintesizing "selenocisteina" (sorry I can't translate it into English) which is involved again in the sintesizing of a couple of enzimes used for protection against free radicals.
So it seems that at least in humans selenium doesn't have much of a relationship with myoglobin.
He also suggested that the best way to increase one's myoglobin, apart from training in altitude was to be a whale
Safety first.
Adrian