I've heard the third movie covers episodes 21-25 and X episodes of the 2016 anime.
Actually, no, the third movie doesn't cover any episodes of the 2016 anime.
The 3-part movie covers the whole Golden Age arc (volume 3-14), while the 2016 anime omits the whole Golden Age arc and starts/continues from Conviction arc (volume 14).
The final part of the movie goes beyond episode 25 of the original anime. My question is what is covered there?
The original anime covers the Black Swordsman arc (volume 1-3) until just before the end of Golden Age arc (volume 3-13). As mentioned before, the movie covers until volume 14. Thus, the final part of the movie covers the end of Golden Age arc (volume 14), which is not adapted anywhere else (movie exclusive).
For more information on Berserk adaptation's storyline, you can refer to How much of the Berserk storyline do the anime and OVA cover??