Hessenberg differential algebraic equations (Hessenberg-DAEs) with high index play a critical role in the modeling of mechanical systems and multibody dynamics. Motivated by the widely used Lie Group Differential Algebraic Equation (LGDAE) method which only handles index 2 systems, we propose a Modified Extended Lie Group Differential Algebraic Equation (MELGDAE) method for solving index 3 Hessenberg-DAEs, and provide theoretical analysis to deepen the foundation of the MELGDAE method.The performance of the MELGDAE method is compared with the standard methods RADAU and MEBDF on index 2 and 3 DAE systems, and it is demonstrated that the MELGDAE integrator exhibits competitive performance in terms of high accuracy and the preservation of algebraic constraints. In particular, all differential variables in index 3 Hessenberg DAEs achieve second-order convergence using the MELGDAE method, which suggests potential for extension to Hessenberg-DAEs with an index of 4 or higher.