The third group is more heterogeneous than the other two, which derive in regular ways from Middle English sounds.
Through and thorough derive from the same Old English word þurh. By a common sound change known as metathesis, the vowel and [r] switched positions in some dialects, which led to a proliferation of Middle English pronunciations and spellings. The u -sound was initially short and lax ([ʊ]), which helps explain why it did not go through the Great Vowel Shift and become the diphthong [aʊ)] as in plow. The sound was subsequently tensed as [u], giving the current prounciation of through .
Thorough (as the early stressed form of through ) and borough (OE burh ) have a similar history in the development of a second syllable after the introduction of a sympathetic vowel. (A current example of a sympathetic vowel is commonly heard with realtor, pronounced with a third syllable.)
An early example of the different pronunciations this version of -ough may attain is with the word slough (noun). It is even spelled two different ways in John Bunyan's Pilgrim's Progress in the late 17th century:
"They drew near to a very Miry Slough ... The name of the Slow was Dispond"
Bunyan, Pilgrim's Progress I.9
Slough, meaning a swampy depression or waterway, has two current pronunciations: [slaʊ], which is more British, and [slu], which is more American. The latter seems to be Starbuck's pronunciation, otherwise there would be no rhyme for "through." There are a variety of Middle English spellings which suggest variant pronunciations for the vowel, either [u:] or [o:]. How might this hypothesis account for today's different dialectal pronunciations?