How do I check if a structure has any entries at level 3 when I'm at level 1?
To make it works I had to query in the section for descendant entries at level 3 of a current entry variable.

{% set products = craft.entries.section('products') %}

{% if lvl == 1 and products.descendantOf(entry).level(3).first()|length %}
    // If the above statment is true we don't want that special link at level 1
{% elseif lvl == 1 %}
    // A special link
{% endif %}


{% if lvl == 2 and entry.children|length %}
    // A special link
{% endif %}


I welcome a smarter solution.

Updated: Thanks to @carlcs comment a performance has been enhanced

{% if lvl == 1 and products.descendantOf(entry).level(3).total() &gt; 0 %}
    // If the above statment is true we don't want that special link at level 1
{% elseif lvl == 1 %}
    // A special link
{% endif %}


{% if lvl == 2 and entry.children.total() &gt; 0 %}
    // A special link
{% endif %}