mid-2014 rMBP multiple monitors
You can run only 2 external monitors. If you want you can also run the MacBook Pro monitor, achieving in this way the 3 monitors configuration.

The only way to run 3 external monitors is to use an external graphic card to connect the third monitor. 

This answer comes from personal experience and Apple technical details. I've the same model and I've tested all the possible combinations, also trying passive and active DVI connections.