What complications can occur in the third trimester of pregnancy?

Many. Growth restriction, pre eclampsia, pre term labor, increased heartburn, back pain; that question is a bit broad, may need to be more specific to have your answer satisfactorily answered.
Many possibilities. It is not possible to discuss all possible third trimester complications here, but there are many and vary in severity. This is why the frequency of prenatal care visits increases in the third trimester - looking for those patients with problems that warrant a change in management or even early delivery. The best thing to do is keep your appointments and call your dr for any concerns you have.