I would say there is only 1 answer here :
- I am going to see the dentist tomorrow at 3.
I have an appointment at 3, it means I know exactly when (time and date) I have to go to see the dentist. "Going to do something" is "to have to do something".
Am I right? My English is really limited so I can only explain that much. By the way, my 6th sense tells me to choose the 1st answer, too. :)) When I speak English I do not/cannot always remember all the grammar rules. I often rely on my instinct.
I think the right answer is "I'm seeing the dentist at 3 tomorrow" if you have called the dentist; if you have the intention to go to the dentist at 3, but you haven't called yet you say "I'm going to see the dentist at 3"(but in that case you don't have an appointment).