The Third World in the Navajo Creation Stories is the Yellow World or Nihaltsoh
In the Yellow World, First Man, First Woman, Coyote, and the other creatures discover the sacred rivers, and the Sacred mountains. There were the four main Sacred Mountains, as well as other sacred mountains. Other animals were in the Yellow World, these were again just spirit beings, not yet fully animal. In the Yellow World, all of the creatures were happy. Until, that is, Coyote stole the Water Monster’s child. Water Monster caused a great flood that covered even Blanco Peak. First Man tried to help all the creatures to not drown, and so planted several trees (thus we first see trees as sacred) and finally planted a female reed that reached to the sky. All of the creatures climbed it, and thus they found themselves in the Fourth World where they all live today.