Actually I had to double-check to refresh my memory, but CC conveniently has a little diagram showing where “max depth” is referenced against (stock surface):
So in your case, yes you would do a first pocket at start depth 0, max depth 3mm, and an inner pocket at start depth 3mm, max depth 6mm
Below is my example to illustrate with two pockets in a 10mm thick stock: first toolpath is S=0, D=5mm, second toolpath is S=5mm, D=9mm
