If you have searched Crunchyroll, Funimation, Hulu, or Netflix, you came up empty. Here is why.
If you saw "ep 3 exclusive" mentioned somewhere, it was likely referring to the fact that Episode 3 (the sequel OVA) was not included in standard DVD box sets of the first two episodes and was sold separately. It is not a "lost" or region-exclusive episode. If you have searched Crunchyroll, Funimation, Hulu, or