Google Books has just put up a scan of the first edition of Millennial Dawn Volume 3: Thy Kingdom Come (1891). This scan is from the 90,000 printing. I haven't had a chance to check to see if there are any signficant textual changes from the later editions in this one or not. As I recall, later editions (post 1911 or so) dropped mention of how the Great Pyramid indicated that the year 1910 would be significant. I don't know if there's anything else to note with this volume in the regular text.
An advertisement in the back of the volume is very signficant, however. Page 382 of the first edition of Volume 3 actually advertised for sale two pyamid books that Russell had quoted as he wrote this volume: Our Inheritance in the Great Pyramid by Smyth and Miracle in Stone by Seiss. These two books could be ordered from the Watch Tower Society in 1891! Later printings of Thy Kingdom Come do not contain the advertisement for these books.
I'm hoping this link works. If so, this should show the actual advertisement for these two pyramid books from Russell's Thy Kingdom Come:
If the link doesn't work, it'll take you to the main page for this volume at Google Books. You should be able to scroll to page 382 to see the advertisements for yourself. Also, on this page is a section called "Selected Pages." Select "more" and the one that says "Index" will take you to page 382 where you can see the advertisement for yourself.