Yep, it was in Deep Dive.
And you're right, it was only said that the nobodies are "the third enemy", but there was no indication that there are only three.
The Unversed were probably the first because they attacked the Realm of Light first, despite the (pureblood) heartless already existing in the RoD.
The heartless would then be the second enemy.
The order can however also reversed if one wants to go by order of creation.
Then it would be
1st Heartless,
2nd Unversed
and 3rd Nobodies.
As for what these new enemies are, I could also imagine, since dreams seem to play a big role, that one type of these new enemies are manifested dreams, more specifically nightmares.
Another possibility would be enemies that are manifested thoughts, an enemy type linked to the mind/consciousness. These would have the same relationship to a Lingering Sentiment (i.e. Terra's and Vanitas's) as the lower nobodies have to the human ones.