Hi,
I apologize for the delay. I've tried to do some research to see if anyone else is experiencing the same issue, but I'm not seeing much. Here are a few different tests you can try:
1) Try to run using a different surface physics - to determine whether the specific routine is causing the problem.
2) I see that you're using a different static data set for d03. It's unlikely it has anything to do with it, but can you see if running with only 2 domains causes the problem? I'd just like to know if that static data is affecting this at all. If you aren't seeing the anomalies on d02 to begin with, then another option is to run WPS using only default static data on all 3 domains to see if that makes a difference.
3) Try a test using a different type of input data (e.g., GFS) to see if it's the ERA5 data causing the problem.
For all of these tests, I'd advise to first determine when you initially start seeing the anomalies. You can then run shorter tests just until that point.