But i must stay in the same game to get the Third herald, right ?
You can’t leave the game because the terror progress stacks within the same game, not across different games. That’s why shards are useful. You don’t have to sit around waiting 30 minutes for the next zone. I usually pop a shard and clear that act, then rotate to whatever zones become terrorized every 30 minutes if they’re in other acts, just cycling back and forth between areas.