Electronic Raman scattering with in and out of (ab) plane polarizations have been performed on HgBa2Ca2Cu3O8+d in a slightly underdoped single crystal with a critical temperature Tc=122 K. We find that the d-wave pairing gap at the antinodes is higher in energy (14 kBTc) than in other cuprates and that it varies very slowly up to Tc. This hints at a strong coupling nature of the pairing mechanism. Interestingly, we reveal that the pairing-gap feature in the Raman response displays a complex peak-dip-hump structure, in a fashion reminiscent of what observed by angle resolved photo-emission spectroscopy in Bi2Sr2CaCu2O8+d (Bi-2212). We detect two other distinct superconducting peaks at 5kBTc and 7kBTc when probing respectively around the nodes and on the whole Fermi surface. Finally we establish that the pairing gap at the antinodes is detected both for (ab) plane and for c-axis light polarizations. This shows that the quasiparticle dynamics along the c-axis is intimately connected to the antinodal one in the (ab) plane.