We present the third data release (DR3) of the X-shooter Spectral Library (XSL). This moderate-high resolution near-UV to near-IR (350-2480nm, R~10000) spectral library is composed of 830 stellar spectra of 683 stars. DR3 improves upon the previous data release by providing the combined de-reddened spectra of the three X-shooter segments over the full 350-2480nm wavelength range. It also includes additional 20 M dwarf spectra from the ESO archive. We provide detailed comparisons between this library and Gaia EDR3, MILES, NGSL, CaT library and (E-)IRTF. The normalised root-mean-square deviation is better than D=0.05 or 5% for the majority of spectra in common between MILES (144 spectra of 180), NGSL (112/116) and (E-)IRTF (55/77) libraries. Comparing synthetic colours of those spectra reveals only negligible offsets and small rms scatter, such as the median offset (rms) 0.001+/-0.040mag in the (box1-box2) colour of the UVB arm, -0.004+/-0.028mag in (box3-box4) of the VIS arm, and -0.001+/-0.045 mag in (box2-box3) colour between the UVB and VIS arms, when comparing stars in common with MILES. We also find an excellent agreement between the Gaia published (BP-RP) colours and those measured from the XSL DR3 spectra, with a zero median offset and an rms scatter of 0.037mag for 449 non-variable stars. The unmatched characteristics of this library, which combines relatively high resolution, a large number of stars, and an extended wavelength coverage, will help us to bridge the optical and the near-IR studies of intermediate and old stellar populations, as well as to probe low-mass stellar systems.