We performed a detailed spectroscopic analysis of three extremely metal-poor RR Lyrae stars, exploring uncharted territories at these low metallicities for this class of stars. Using high-resolution spectra acquired with HARPS-N at TNG, UVES at VLT, and PEPSI at LBT, and employing Non-Local Thermodynamic Equilibrium (NLTE) spectral synthesis calculations, we provide abundance measurements for Fe, Al, Mg, Ca, Ti, Mn, and Sr. Our findings indicate that the stars have metallicities of [Fe/H] = - 3.40 ± 0.05, - 3.28 ± 0.02, and - 2.77 ± 0.05 for HD 331986, DO Hya, and BPS CS 30317-056, respectively. Additionally, we derived their kinematic and dynamical properties to gain insights into their origins. Interestingly, the kinematics of one star (HD 331986) is consistent with the Galactic disc, while the others exhibit Galactic halo kinematics, albeit with distinct chemical signatures. We compared the [Al/Fe] and [Mg/Mn] ratios of the current targets with recent literature estimates to determine whether these stars were either accreted or formed in situ, finding that the adopted chemical diagnostics are ineffective at low metallicities ([Fe/H]≲- 1.5). Finally, the established horizontal branch evolutionary models, indicating that these stars arrive at hotter temperatures on the Zero-Age Horizontal Branch (ZAHB) and then transition into RR Lyrae stars as they evolve, fully support the existence of such low-metallicity RR Lyrae stars. As a consequence, we can anticipate detecting more of them when larger samples of spectra become available from upcoming extensive observational campaigns.