I'm not 100% on this but, I believe the connection with the Three lost legions is that they were Defeated in battle by Arminius in 9AD. During Hitler's years leading Germany he played Arminius up as the typical Aryan hero.

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"When war does come, my advice is to draw the sword and throw away the scabbard." -General Thomas "Stonewall" Jackson
"The conqueror is always a lover of peace; he would prefer to take over our country unopposed."-Karl von Clausewitz