You are correct, the females are the "alpha" of the group, but my research indicates that when there is more than two, one becomes female, one alpha-male, smaller than the female but larger than the others, and the rest are either beta-males or remain sexless. Our third (Betty, which I haven't managed to get a good shot of yet) is becoming the biggest of the bunch and chases the other two away from her sleeping spot at night leading me to believe she's becoming alpha, though I think that could still change as they're still quite young.
I think Fred and Wilma are still competing for alpha male status, because they are both almost identically sized, and Betty alternates between swimming around with each of them alone, and as a 3-fish school at other times. We can easily tell them apart as they have distinctive differences in their dorsal fin coloration.
It is POSSIBLE that once female and alpha-male are set that they could kill the third, but from what I understand that is not too likely. I'm pretty sure they are siblings and have been together their whole lives, if true that helps. They are aquacultured "teardrop" (meaning the middle stripe isn't complete) clowns.
OTOH, dropping a third into the tank once you have an established pair is highly unlikely to end well.