I totally talk in the third person in therapy when i am talking about an alter or they are talking about another one who isn't them. One part I know of talks to the t in the third person as though she is an outsider completely and not part of our system at all.
But everywhere else i am pretty sure every part of us uses "I" whether talking about their self or another one. It's all pretty hidden really apart from with our T and even then some parts are very cagey about "who" they are talking about.