Creating a new electrum 3 wallet file with an imported segwit private key
Use this python script:

from electrum import bitcoin

format,privkey,compressed=bitcoin.deserialize_privkey("&lt;yourprivatekeyhere&gt;")
print( bitcoin.serialize_privkey( privkey, compressed, "p2wpkh") )


Run the above in python 3 and then import the priv key it outputs into electrum as per this guide.

The reason you have to do this is because Electrum went its own way with the private key format. See the release notes for 3.0.