My wife, my brother, and I like to play Hunt: Showdown.
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I had to scroll way too long until I actually encountered Hunt! Teams or three or less, and a fantastic auditory shooter. Too bad it is so hard!
Stellaris allows many players if you like those types of games. Only the host needs dlc if you want to pool your cash and buy some. But yeah it can be expensive.
Since you mention Paradox titles, I'd add Crusader Kings III, Europa Universalis IV, and/or Hearts of Iron 4. Same rules apply for those games' DLC, as well.
Crawl
Outriders and Remnant 2. Both solid games and 3p coop.
My friends and I recently discovered Aliens: Fireteam Elite, and the 3 person coop is a lot of fun.
Fortnite supports trios.
Dragon Ball FighterZ is a 3 man team fighting game.
100% orange juice is quite nice
I've never tried the game, but I saw a family play Farming Simulator together on a long flight.
Takes a bit of getting used to, but Earth Defense Force 4.1 or 5.