I was originally wondering the same 

You only need one HS210 

You need to replace EITHER the One at either End (one will be the Line end and the other the Load end) - both have 3 wires (plus Neutral) . 

You do not want the middle one, which has 4 wires (plus Neutral) - leave that one alone. 

I actually put mine on the Line end (but don't think it matters) 

Line to Black Terminal and the  other two wires to the traveler terminals (this should be same on original switch) 

In case of the Load end, it is the same, but this time the Load will be Black Terminal - again, just replicate your original switch 

Installed in about 5 minutes - all tested functional - turns on or off manually with any of the three switches and turns on/off via Alexa (or other command) 

@dmd4home 

You only need one HS210 and it should definitely work if you connected it correctly. 

The HS210 is no different than the 'normal' 3-pole switch that you are replacing - just that it has added capability to have it switch states by 'smart' control

In one state, it directs power to one traveller and in the other state to the other - exactly the same as the manual switch. 

The rest of the switches, regardless of how many there are, then either provide a conduction path to the load or not.

Remember that each switch is not really an on-off per se, it simply switches the common from one pole to the other.  

The critical part is ensuring that when you connect at the first node, where the line voltage is, that you indeed identify and connect the Line Wire to the Common terminal 

So be sure that you definitely have the Live wire - it can be confusing when multiple black wires are in play. 

(Or if at the Load end, ensure the Load is connected to the Common)  

Here's a good explanation/diagram of how the switch configurations direct current to the load - or not, 

(I took this from a wikiwand article - it won't let me post the link here but search on wikiwand and mutiway switching) 

That has only one intermediate (middle) 4-way switch but it is the same regardless of how many are used. 

But just focus on the initial 3-way one (or the last one) in the chain, either of which is the one connected directly to line voltage and the one you would replace with the HS210 

Edited - I believe the HS210 HAS to go at the Line End so that it maintains a constant power supply for the Circuitry via the Common and Neutral wires. 

dmd4home wrote

......I could turn the lights off with the app, but when I tried to turn them back on, the app said: "Device Unreachable, Your device may be powered off or out of network range". 

@dmd4home That suggests that you do not have the correct (constant) line and neutral connected to the appropriate terminals - it seems like you have it powered with switches in a certain configuration and when you switch the output state of the HS210 you are losing power to the device and therefor also the Wifi - regardless of what the outputs are doing, it must maintain line and neutral to the device in order to have the WiFi circuit active. 

(Incidentally I realized as I was writing that, I erred in saying it could go at either end - for the reason stated it HAS to go at the Line end) 

You MUST have constant Line Power to the Black Terminal (on the side) and the Neutral White wire connected 

Just connect those two  and leave the two traveler terminals disconnected, then validate with a voltage tester that you have line power regardless of what your other switches are doing. 

Regarding the TPLink WiFi signal on your phone - that is present when the device is in AP mode - pairing mode - and is used to set up the device with your app where you will then input your SSID/P/W that you wish to use to connect to the device.