Alwyn has been fantastically lucky to have three such excellent sets of his symphonies on disc(Lyrita with the composer, Chandos-Hickox, and Naxos-Lloyd-Jones). You can't go wrong with any of these(or, of course, all of them if you are minted like...me?...as if

)
It is great that you have discovered such superb music

Alwyn is a most rewarding composer whose music was totally eclipsed in the 60s and 70s but has been revived through the marvellous medium of disc. The concert hall, sadly, is another matter altogether!
I wonder when an Alwyn symphony was last played at-say-the Proms?
The 3rd is my favourite too, although, like yourself, I much admire the short 5th. I recall listening to the 3rd symphony whilst reading some book or other about a Himalayan mountaineering expedition which ended in tragedy(I think the German attempt on Nanga Parbat in 1934) and the work always now conjures up for me the doomed heroism of that story.