Configuring log shipping with one primary and two secondary instances
Below are the steps that you need to follow :


Take full backup on primary (server 1 ).
Restore full backup on server 2 and 3 using no_recovery option.
Take log backup on server 1
Restore log backup on server 2 and 3 using no_recovery option.
Using GUI wizard, add secondary servers (server 2 and 3).


This will help you set up tertiary logshipping. I have done it and it just works fine. 

Note: When you failover, you need to be careful as to what server you are failing over and have to manually restore the tail log backup on the other secondary server.