I raised gerbils for 15 years, so I am well aware of how well the little critters can get into your heart. It’s a shame that you had to put her to sleep, but sometimes it’s the best option.
I would keep a close eye on the other two right now. I found that trios were pretty stable, but when one died the remaining pair didn’t necessarily get on so well anymore. New toys or similar distractions are a good idea, but you might also want to try a mesh cage divider if it works for your cage – it keeps them in sight, scent and company but prevents actual arguments until they adjust to the new status quo. Good luck, and I am sorry for your loss.