I was working through Amy's private sessions in the gym and finished the 2nd one, I was sure I had it on my calendar (two days apart, right?) but I'm not sure if I lost track or something else has gone by as I don't have the appointment any more.
I went back to a previous save and went through the second private session and again the 3rd doesn't show up. Not sure if this is just me or that I can't see it until I've plaid that day to it's conclusion (I was doing the strip poker with Jennifer and winning but didn't finish the day off as I checked my calendar before going to sleep and panicked)