In 3-player games the "left-over" tile (the one beside the board) can be used for the exchange so that's what you have to do to finish your turn.
You are right that it is not displayed in the "available moves" box, but the action can be executed, only the message is missing. I will fix this as soon as possible (I realize that without any clue this is not an obvious move), meanwhile you can go on with the game.
Thanks for reporting this.
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