There's a couple of high-quality track splines with a third rail on the DLS, however, they're often not listed as 'third rail track' but under more generic terms, hence you may have to search using a more broader name, like 'subway track' (I presume you're building a subway/underground route right?).
As a start, try Ray-wiley's 'Metro single track' which is very good (it has the third rail beside the track, much like the New York subway) - it's KUID:275817:37995.
You could also try Magicland's subway track in various styles as well, which includes track with a third rail with different types of sleepers (both concrete and wooden if I remember right).