I’m a doc film/tv editor and in my experience with a 2018 MacBook Pro, 2013/14 Trashcans and now a couple of 2019 iMacs is that they are not set up to run a third monitor without some playing around. I’d say if you’re in a crunch, the simplest thing to do would be to cut with the director with just two monitors and use full screen playback together.
But, if you really want the 3 monitors, and have some mess around time, I find I’m constantly playing around with which ports to plug in the 3 monitors into when setting up a new system: whether they’ll playback with 2 DisplayPort inputs or whether your system plays nice with an HDMI connection, which TB bus ports to plug your monitors into, which to plug the RAID/Media into, etc. I haven’t experimented much with TB3 monitors – maybe that’d make a difference?
Look at the thunderbolt bus port allocation for your MBP – make sure you plug the monitors into the different buses.
Even with a breakout box, I find you’ll have to play around with the port arrangement for things to run smoothly – I find this with Premiere as well as Avid BTW.
My favourite hack, which is really my most reliable advice, is to put a desk fan blowing on the machine with the GPU.
Hope it’s working out for ya!