The system is designed to hold only one approach per flight plan.. When I did my three, one was in the active plan and the other two were in two separate flight plans in the catalog.
The three is really just an IPC/practice thing. The practical use is for an alternate or other diversion in a real situation. For example, you are in the missed hold at your destination and want to load your clearance and expected approach at your alternate which is not too far away before you get going and get busy. If you do it in your active flight plan, as soon as you load that new approach, your course guidance for the hold you are in disappears and your great autopilot has nothing to follow. Load it in the catalog and it's waiting for when you are ready.
Don't beat yourself for not knowing. I'm sure they are several "advanced" features (and some not so advanced) not that many are familiar with.