In a current game, I own the #26 oil plant and the #29 hybrid plant. I had two oil and one coal in inventory. I tried to select the #29 plant to operate, but it automatically took 1 oil. I obviously wanted to use 1 coal instead. I was able to overcome this problem by selecting the #26 first, using up the oil. However, this workaround should be unnecessary. When selecting a hybrid plant to operate, I should be able to specify what mix of coal and oil to use.
Discussions
Selection of resources for hybrid plants in Power Grid
When you click a Hybrid plant it highlights the resources so you can choose what to spend:
Not sure why it didn't work for you, do you have the game ID? What was your third power plant?