Thank you for contacting Intel Communities.
I am sorry to hear you are having issues to set up 3 displays.
In this case, I would recommend contacting Asus to determine if your model supports three displays and what configurations are required. We provide general information about Intel® graphics features. Manufacturers can incorporate customizations that may not support all general graphics features. You can check the following link for further information.
Frequently Asked Questions about 3 Displays Configuration
I hope this information helps.