Count the level 0 elements in a static variable in the method and add an extra class if you hit the third. Sample code:
function start_lvl(&$output, $depth) {
static $column = 1;
$indent = str_repeat("\t", $depth);
if ($depth > 0)
{
$output .= "\n$indent<ul class="subsubmenu">\n";
}
else
{
$column += 1;
$extra = 3 === $column ? ' third-column' : '';
$output .= "\n$indent<ul class="submenu$extra">\n";
}
}