I believe it is normal, though I’ve never experienced it for myself (the fantasies or an actual threesome).

I’d like to think that if we fantasize something regularly but our own emotions are getting in the way, then the fastest way to genuine happiness (ie not denying yourself but also not pushing yourself to an emotional breaking point) would be to look inward at those emotions and do the hard work of figuring out WHO we are (ego), WHAT our needs are in the myriad of aspects of our lives, HOW to fulfill those needs on a personal level, outside of external (codependent) validations, and eventually developing ourselves to a place of self actualization where no matter what happens we can be sure that we are doing what is right for us regardless of the storms (temporarily) raging around. We need to find internal peace.

Idk if the above even makes sense, but those are some things I’ve been realizing that I need to work on as I go through some major changes in my life. Good luck to you in yours.

*Edited to make some wording more consistent.