In this work, we present a comprehensive study of ultra-massive galaxies (UMGs; $\log(M_{\star}/{\rm M}_\odot)>11$) in three spectroscopically-confirmed protoclusters at $z>3$ discovered by the Massive Ancient Galaxies At $z > 3$ NEar-infrared (MAGAZ3NE) survey in the COSMOS UltraVISTA field. We present the discovery and spectroscopic confirmation of MAGAZ3NE J095924+022537 around a spectroscopically-confirmed $UVJ$-quiescent ultra-massive galaxy {\rm UMG} ID ``COS-DR3-\ensuremath{179370}'' with $\ensuremath{M_{\star}}=2.34^{+0.23}_{-0.34}\times10^{11}~\ensuremath{{\rm M}_\odot}$. We measure an elevated fraction of quiescent galaxies relative to the coeval field for massive galaxies, which provides a striking and important counterexample to the seeming ubiquitousness of star-forming galaxies in protoclusters and highlights the diversity of evolutionary states of protoclusters in the early Universe. We also present the discovery of MAGAZ3NE J100028+023349, a second spectroscopically-confirmed protocluster, at a very similar redshift of $z = 3.3801^{+0.0213}_{-0.0281}$ containing a post-starburst UMG ($\ensuremath{M_{\star}}=2.95^{+0.21}_{-0.20}\times10^{11}~\ensuremath{{\rm M}_\odot}$). Protoclusters MAGAZ3NE J09559 and J1000 are separated by 18 arcminutes on the sky (35 comoving Mpc), in good agreement with predictions from simulations for the size of ``Coma''-type cluster progenitors at this epoch. We show a third spectroscopically-confirmed protocluster, MAGAZ3NE J100143+023021 at $z=3.122^{+0.007}_{-0.004}$ embedded in a large filamentary cosmic protostructure at $z\sim3.1$. We map and measure the mass of MAGAZ3NE J1001 and find good agreement between our results, other observations of this structure, and simulations of protoclusters. MAGAZ3NE J1001 contains three spectroscopically-confirmed members which are star-forming UMGs, the most massive of which has $\log(M_{\star}/{\rm M}_\odot)=11.15^{+0.05}_{-0.06}$. The other two UMGs are identified as a galaxy merger candidate based on their separation of $30$ physical kpc and relative velocity difference $\Delta v \sim 700~\rm{km~s^{-1}}$. We show that while the properties of UMGs and their neighboring galaxies in protoclusters appear to be correlated, UMGs and protoclusters exist in a diversity of evolutionary states at early cosmic times. We find that the other massive galaxies around the protocluster UMGs appear to obey galactic conformity in their rest-frame colors, which would be the first detection of conformity at $z>3$.