Important info was 'gateway recursive' option on direct BGP sessions, so all three BGP sessions generate recursive routes.
There are only two sessions involved. Or do you mean sessions as in "protocol configurations"? And my understanding was that this setup cannot work without "gateway recursive". Can't read from your comment whether this is correct or not.
so I'm not sure what to answer to "what routes"
For that i meant non-BGP routes that are used to resolve BGP next hops.
Mainly 'show route for 2001:db8:2::2 all' to get route for 2001:db8:2::2 next hop from your first example.
Ah, sure: 2001:db8:2::/64 unicast [direct1 2019-09-24] * (240) dev I2 Type: device univ -- Jan-Philipp Litza PLUTEX GmbH Hermann-Ritter-Str. 108 28197 Bremen Hotline: 0800 100 400 800 Telefon: 0800 100 400 821 Telefax: 0800 100 400 888 E-Mail: support@plutex.de Internet: http://www.plutex.de USt-IdNr.: DE 815030856 Handelsregister: Amtsgericht Bremen, HRB 25144 Geschäftsführer: Torben Belz, Hendrik Lilienthal