Balance over multiple CDNs?

Yes, this is possible, even with the version you have right now!

See the "When using multiple servers: picking a specific one based on some criteria" section in README.txt:

Or if you want to balance the number of files served by each CDN (i.e. on
average, each CDN serves the same amount of files on a page) instead of
picking the CDN based purely on filetype, one could write:
  /**
   * Implementation of cdn_pick_server().
   */
  function cdn_pick_server($servers_for_file) {
    $filename = basename($servers_for_file[0]['url']);
    $unique_file_id = hexdec(substr(md5($filename), 0, 5));
    return $servers_for_file[$unique_file_id % count($servers_for_file)];
  }

Note: if you don't want to create a small module for this function, or if you
      would just like to experiment with this function, you can also enter the
      body of this function at admin/settings/cdn/other — it will work exactly
      the same!
      If you don't know what the "body" of a function is, it's the part
      between the curly brackets:
        function doSomething() {
          BODY
        }
      So, in the case of the cdn_pick_server() function, this is the body that
      you would enter:
        $filename = basename($servers_for_file[0]['url']);
        $unique_file_id = hexdec(substr(md5($filename), 0, 5));
        return $servers_for_file[$unique_file_id % count($servers_for_file)];

Note: cdn3.example.com will serve *all* files because you didn't specify any file types, including the .css, .js and .jpg files that the other domains will serve. You'd have to specify all other extensions that you want to serve from cdn3.example.com if you don't want it to server .css, .js and .jpg files.

So you've got it working now? :)

What went wrong in #4?

Haha :D

Nice one :)