What to do when I can’t find my AppleTV remote, generation 3. Without it I can’t set up my iPhone to use a remote.

You wil need a functional remote to help set up the software remote, for the 3rd generation model. If you can borrow one temporarily, then that would be enough. Or buy a replacement remote. When you get a different remote, you will need to link it to the Apple TV box.

The official remote app was only available on Apple devices, and has since been replaced with the remote in control centre. In order to pair it would require the physical remote as that is the procedure for that model. The alternative would be restoring it and then pairing with a BT keyboard during setup.

Then you are out of luck.