I cannot watch the video for licenseing reasons, but genrally you can generate a 3 harmony tone as follows (just reading the manual, I don't have the device before me at the moment).

- There is a smart hamony effect. You just play a single note, and it will automatically gerenate harmonies as selected. You can choose between different scales from ionic to locrian.

- HD500 users can also use the pitch/glide effect as 2 path (A+B). On path A you set his effect with your desired pitch and the mix level at e.g. 50%. For path B you do the same with a different pitch. The result is 3 tones at the same time.

The pitch can be controlled e.g. over the expression pedal. So you can have set path A to 1st and 5th, and control the 3rd harmony over path B with the expression pedal.

HD300/400 are reserved for a 2 pathed patch, so the pitch/glide effect will only generate a 2 tone harmony.