I correct my own post.
IT IS WRONG, it is FALSE I can use 3 screens with a single boarded computer. I had a dualGPU MBP working with a set of 3 screens, I wrote the post before plugging the new single MBP to it, and realizing it does not work. I didn't expect that, I apologize for the false info.
I saw the difference, and it was very frustrating. I work with 3 monitors home, besides of the main one. Not only for programming visuals -- to ensure a spacial immersion I use 3 projectors (used that on class about art history to give pupils the sensation of being surrounded by questions) -- but even to write academic articles: I put them in 90°, on one is the raw text I am writing, on the other the LaTeX output (for example with TexPad), on the other some reference texts, and on the mac screen the mindmap. I had before a MBP 10,1 with dual video card: just plugged in the HDMI, and the two thunderbolt-DVI adapters, worked perfectly. Now, on the MBP 11,4 with a single-GPU which replaced the former (I always try to have a MBP with 3year AppleCare) I plug in the three screens but only 2 work !!! One is standing useless on the desk, I would need to use matrox cards which do not support individual spaces.
I never thought that there would be a limitation, because thunderbolt is able to handle screen, and if there are 3 potential screen-connections I had no reason to expect one would not work. So I am highly disappointed. Never had a single-card MBP before, and wrote the answer to this post before getting aware of this limitation-policy. A thing called Pro should go as far as possible. I always tell Windows-Users, which complain about Apple-prices, that the simplest and cheapest Mac is a working machine you can use for the highest exigencies, and even edit HD and realtime with the Mac-mini; that every Mac is high-capacity, like a hidden lamborghini = it runs fast, silently and reliable, and at immense power. Now I see that the policy has changed, if even with a high-end machine (Pro-line) you have this kind ("yes, THEORETICALLY there are three connections but you can only use 2....") of limitations of power. It is quite obvious that if this is the policy, the difference between "pro" and pro should be quite big, and you will find other substantial limitations.
So, I recommend you to get rid of this MBP, use it to save money and sell it still with Apple Care extension (you can get a better price) to buy a dual card MacBookPro where the Pro makes sense.
Best greetings
An again disillusionated mac-user...
PD: Apple should de-recommend my post, it contains false info, and well, I see they can't read and confirm all the posted infos, but should know limitations introduced by themself: single GPU ≠ 3 video connectors.