Every step needs P2 entries for every possible combination of traffic.
On both sides of the tunnel from 1<->2, it needs P2s for 1-2 and 1-3.
On both sides of the tunnel from 2<->3, it needs P2s for 2-3 and 1-3.
Expanded a bit:
Site 1 tunnel 1<->2 has P2s:
Local 1 / Remote 2
Local 1 / Remote 3
Site 2 tunnel 2<->1 has P2s:
Local 2 / Remote 1
Local 3 / Remote 1
Site 2 tunnel 2<->3 has P2s:
Local 2 / Remote 3
Local 1 / Remote 3
Site 3 tunnel 3<->2 has P2s:
Local 3 / Remote 2
Local 3 / Remote 1