Find a regular language that is "infinitely between" two other regular languages
Because regular languages are closed under complement and intersection, $L_2 - L_1$ is regular. Because it's also infinite, it contains words of arbitrarily large lengths.

Therefore, by the pumping lemma, there exist some words $x$, $y$, and $z$ such that the concatenation $x y^k z$ is in $L_2 - L_1$ for all $k \geq 0$.

Now consider the language $L'$ consisting of all words of the form $x y^{2k} z$ - that is, words where the $y$ is repeated an even number of times. Clearly, $L'$ is regular and infinite, and so is $L_2 - L_1 - L'$, since it contains all strings $x y^k z$ where $k$ is odd. Therefore, setting $L_3 = L_1 \cup L'$ satisfies the problem.