The third gym in Pokemon Diamond / Pearl is at Veilstone City. The Gym Leader name is Maylene. Actually, you can just Googling it. It's easy to search
After you reach Hearthrome keep going untill you reach Solaceaon, there will bme a route to Veilstone gym. After that you have to go to Pastoria and fight that gym. The fifth gym is in Hearthrome.
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