(On a side note: Schumann's 'Traumerei' made another appearance in this episode, and in the second episode as well, so it appears that this piece is going to be playing a key role the drama. You can find a link to 'Traumerei' in my post on Episode 1's music selections.)
For Episode 3:
16:50 - Brahms: Piano Concerto No. 1 in D minor, First Movement
The section we hear in the concert hall is from the last part of the First Movement, where piano and orchestra are working their way up to the big finish. This link picks up where that part begins. Then, if you're feeling adventurous you can listen to the entire thing: https://youtu.be/arKoBwtmuX0?t=1414
23:06 - Beethoven: "Moonlight" Sonata, First Movement
Here is a beautiful performance by Artur Rubinstein: https://www.youtube.com/watch?v=KVRI5Ud9Re4
23:17 - Brahms: Violin Sonata No. 1, First Movement
Here's Anne-Sophie Mutter performing the full set of sonatas. Sonata No. 1 is at the beginning of the video, of course: https://www.youtube.com/watch?v=CjdT4UMpBzg
38:51 - Brahms: Intermezzo in A, Op. 115 No. 2
Here's Arthur Jussen playing this piece quite nicely: https://www.youtube.com/watch?v=7Wo4IPNMzWQ