The landing burn is generally a single engine. The only time they have done three engine landing burns is for very tight margin GTO launches (and even then, it's not three engines all the way to the ground, the two outboard engines shut down about halfway through the landing burn).
In cases where they are using three engines during the landing burn, losing one would be catastrophic. You'd lose a third of the thrust you were counting on, and the remaining thrust would be highly asymmetric. The other outboard engine can't gimbal far enough to keep the thrust vector through the center of mass of the rocket.
In cases where they are using three engines during the landing burn, losing one would be catastrophic. You'd lose a third of the thrust you were counting on, and the remaining thrust would be highly asymmetric. The other outboard engine can't gimbal far enough to keep the thrust vector through the center of mass of the rocket.