A math/programming approach
Disclaimer: I am not a logician and may not use the standard syntax expected by those in the field. I'm happy to accept edits to adjust this where it improves readability.
Start by defining
Monday = 0, Tuesday = 1, etc.
0 ≤ D ≤ 6 is the first day a statement is given (day 1)
0 ≤ T ≤ 6 is the first day the truth is told. The truth is also told on T+2.
Days are always Mod7 to ensure they fit within the ranges given.
Now we encode each of the three statements as logic:
Each statement has two components: the statement itself and the day that it was said on. We must translate the statement into something that we know about T or D. These represent when the statements are true:
A (Day 1): T ∈ [2, 3, 4] && (D = T || D = T+2)
To lie on both Monday and Tuesday, the first truth day must be between Wednesday and Friday.
B (Day 2): D ∈ [2, 4, 5] && (D+1 = T || D+1 = T+2)
Yesterday must have been Wednesday, Friday, or Saturday.
C (Day 3): T ≠ 2 && (D+2 = T || D+2 = T+2)
The only way this statement can be false is if the first truth day is Wednesday.
The false versions of the statements are very similar, but are inverted as so (not a true inversion, since the two components must still both be true):
~A (Day 1): T ∈ [0, 1, 5, 6] && (D ≠ T && D ≠ T+2)
~B (Day 2): D ∈ [0, 1, 3, 6] && (D+1 ≠ T && D+1 ≠ T+2)
~C (Day 3): T = 2 && (D+2 ≠ T && D+2 ≠ T+2)
We consider the following possibilities:
FFF (~A, ~B, ~C)
FFT (~A, ~B, C)
FTF (~A, B, ~C)
TFF (A, ~B, ~C)
TFT (A, ~B, C)
Finally, we can put these together:
By searching {0 ≤ D ≤ 6, 0 ≤ T ≤ 6} across the five possibilities described above, we find only three logically consistent solutions:
TFT, D=3, T=3 → Day 1 is Thursday, truth is told on Thursday and Saturday
FFT, D=3, T=5 → Day 1 is Thursday, truth is told on Saturday and Monday
FFT, D=6, T=1 → Day 1 is Saturday, truth is told on Tuesday and Thursday
To find the probability of truth on Thursday:
Truth on Thursday means (T = 1 || T = 3) (telling the truth on Tuesday/Thursday or Thursday/Saturday), so our final probability is 2/3.
This may be a bit of overkill...
But having model let me answer other questions, such as: what happens if the Day 2 statement becomes "Day 2: It's Friday, Saturday or Sunday today."?
Answer:
There's a 100% chance of telling the truth on Thursday now!