Third gear is a clutch pack. There are not a lot of nice alternatives here. There is a possibility of a shift valve problem in the valve body but it is more likely that there is a fluid loss with the extra heat.
We would pull the valve body down and air pressure check the clutch pack. An experienced tech will know if the problem is in the clutch pack seals. The tubes from the valve body to the two clutch packs have seals at both ends and have been known to cause such problems.
Unfortunately, you really need to find someone that can fix it at the same time as it could need that amount of disassembly to locate the problem and whatever it is you need to not waste time putting back together if thats whats found.
Bosch Master, ASE Master, L1
33 years MB technician