What are options to compute DES retail MAC (aka ISO 9797-1 mode 3) under PKCS#11?
An answer surfaced from careful reading of appropriate documentation.

The MAC in the question is also defined in ANSI X9.19, and is supported by some PKCS#11 tokens as the mechanism CKM_DES3_X919_MAC_GENERAL.

Other than that, this MAC can be simulated using CKM_DES_MAC_GENERAL (or CKM_DES_CBC or CKM_DES3_CBC) for all but the last block, then CKM_DES3_CBC; but derivation of the key for the first part is hairy, and an adversary observing the intermediary result for a single plaintext can mount a key recovery attack requiring about $2^{56}$ work.

Independent of implementation and intermediary result, as pointed by poncho in comment, there is a key recovery attack on that MAC when so much plaintext is processed that an internal collision occurs, which is in the order of $2^{32}$ MACs, then allowing an attack with about $2^{57}$ work.