This was the problem. Actually, it's part of a two part problem.

I didn't notice, but because of a BB that is not the right size, (110mm), the derailleur was shifting to all 3 chainrings, but only using 2 clicks on the shifter.
When shifting into the large chainring, it would shift, but the shifter would stay in the second position. I hope the shifter isn't worn out.

I have other BBs so I will see if I have a 113mm BB and try that. Hopefully, the width difference will help.

Ian