To be more precise, it is not a third signal check, but a change of color that goes from dark gray to blue for all messages that have actually been read by the recipient.
The update is done remotely through the server, so do not be surprised if you will not find in the App Store.
To see for yourself check the third blue, start a conversation with a friend and not just open WhatsApp to read your posts you will see that the two markers are colored as in the screenshots in this article.