Lightning King Cheon Seoyeol
To unlock the third scroll player must complete a series of Spiritual Center Requests
Go to Requests and search for:
Anything for the Sect (Defeat Exiled Demons 720pcs)
Justice knows no Evil(Clear Snake Valley 3F 640pcs)
Never Around When you need it (Snake Valley 3F 480pcs)
Not A lot of Difference(Heaven's Way Labyrinth 2F 720pcs)
After completing the series of requests above go back to Spiritual Center and the third mystery scroll should unlock.