I've looked around the Internets and I haven't found any working Third Person Crosshair. I tried Adul's 3rd person crosshair, but it only gave an error and didn't work.

I use MGE XE and Morrowind Code Patch.

Is there a working Third Person Crosshair somewhere?

From MGE XE's Nexus page get the HUD Mods download. There's a version of Adul's mod for MGE XE in there.