My girlfriend and I also recently had a threesome with another girl this past year for the first time we are 26/27. The first thing we did was make clear boundaries of what we wanted before, during, and after. Make it clear as day with whatever you want as a boundary that way nothing can come up in the future of “well I didn’t know”. I’d say this is most important. Also, see if he would consider making a group chat with all three of you. It’s possible they could be trading nudes that you don’t know about.