Nearly every attempt that I see to add 3-500Z tubes to this amplifier always ends in tears.
No need to start quoting numbers to explain why. Just consider that Heathkit never built in half-again more power-supply capacity than it needs for two tubes. They engineered it to a price, with a big enough supply for two 3-500Z.
Barely.
Not rocket surgery.
Arithmetic. Three doesn't equal two.
But if you fancy overloading expensive power-supply components to make them fail as soon as possible, who am I to say you're not allowed to blow up your stuff?
Feel free.
It's your money.
Of course, installing two new transformers, each half-again as large as the stock component would work. But won't fit. And won't be cheap. Every successful "big" SB-220 I have seen becomes a 2-cabinet amplifier. One for the power supply.
But then again, roasting the original power supply by drawing half-again more power than will be safe isn't cheap to fix, either.
Six of one, half-dozen of the other, seems like.
Oh, and one last thought. Boosting your power by double is about the smallest increase anyone can tell at the other end. Boosting it by half-again typically moves the S-meter up by the width of the pointer, at most.
How you value that is your concern, not mine.
Have fun and 73