A three-pointer is a shot that scores three points by virtue of the taker being outside the three-point arc at the time of taking it.
The "go-ahead" shot or goal in any sport is that shot or goal which puts the team who scored it in the lead, and often more specifically, in a lead which they held for the remainder of the game.
Thus, the "go-ahead three-pointer" is a three-pointer shot which put the scoring team in the lead, after which that team stayed leading until the end.
Compare with ice hockey's "game-winning goal" for a similar concept.