Help me find an old anime film
The anime you're looking for is 3x3 eyes




  3X3 Eyes is the story of a young man named Yakumo Fuuji, who through a strange series of events becomes the immortal slave of the last of a race of 3 Eyed immortals. The immortal absorbs his soul to save his life, making him immortal in the process. Now, he begins a journey with the female immortal in an attempt to find a way of becoming human. Of course, there are many complications along the way, not the least of which being that the immortal is a female with a split personality, one achingly cute and the other being no-nonsense destructive power, and the romances that develop between. 

The anime satisfies all of the points you mentioned except for 


  It is a movie not a TV-show


I think you may have mistaken it for a movie. It's an OVA collection of 4 episodes having a sequel of 3 another OVA episodes.
The boy is Yakumo Fujii, the three eyed girl is Pai Sanjiyan and the large monster is Benares