The desktop is redrawn when you enable or disable crossfire. Far as I know any windows you have open on the third screen when yuo turn CF on will simply be redrawn on the new desktop, where ever windows see's fit to put them. You won't have to worry about any being stuck in a no mans land where you can not see.
As for icons, If you put any on the third display they will be moved to the edge of the second (probably), I don't think they will move back to teh third unless you put them back. You'll ahve to play with it a bit. I never move icons over when I work with multiple displays though, only ever windows.