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I think I may have your answer, and yes, this is a bit unusual (but all the more exciting).

Short answer is:
Continue to pray the III.) Office After Christmas until Compline of Feburary 2.

Then, begin to pray the I.) Office Throughout The Year.

I think the confusion is in part to the way your rubrics may have been written in your particular Little Office edition, if this is a quote from the text, "The Third, that of Christmas".   The third Office is "of Christmas" as it begins in the Christmas season, but it doesn't necessarily coincide only within this season.  Traditionally it is referred to as "The Office After Christmas", which is more technically accurate.

The part that will be odd will be when the Te Deum is no longer sung, yet it is still in the 3rd Office.  The only reason, however, that is odd is because of the way we normally think of the 3rd Office as the Office "of Christmas", however, it is not absolutely correct to call it that, as we see in some years in doesn't necessarily coincide entirely within the Christmas season.

Hope that helps!