Created by Felix Barrett and Dennis Kelly, the six-episode limited HBO series The Third Day is a psychological thriller set on the mysterious British island of Osea and is told in two parts. In “Summer” (Episodes 1-3), directed by Marc Munden, Sam (Jude Law) finds himself on the island and isolated from the mainland while being surrounded by a group of inhabitants that will go to any lengths to preserve their traditions. And then, in “Winter” (Episodes 4-6), directed by Philippa Lowthorpe, single mother Helen (Naomie Harris) comes to the island with her daughters — in search of …