I just found out that when I advance the throttle lever of engine 3 when the engine is not running I get no warnings like "brakes, stabilizer...". Is this normal or is it a small bug?Thanks

It's normal. Engines two and three are tested at the same time so if you don't have a throttle (external hardware), you can't test number 3. And you can't test number three because you can't takeoff on just one engine.