My 94 twin turbo feels like it could be lagging when going from 2nd to 3rd. Does anyone have some advice?

 

If you don't have a boost gauge, its time to get one. They all work, just get one you think looks the best to you.

If you already have one, or you are going to get one; you need to let us know whats happening with your boost around this time.

 

Boost problems don't really have anything to do with shifting, I assume what you mean is that after shifting into 3rd gear and getting back on the gas, you feel a lag. Can you duplicate this without shifting? In order words just with throttle control? This would help point the finger towards other things like leaking check values, sticky solenoids, etc.
By the way, like he said above, get a boost gauge.

 

Turbos take time to spool...if you're letting the revs drop too much in between shifts, then yes, you will get lag as they catch up again.

 

If you think you're getting lag between shifts, you probably are losing boost for a couple seconds. Check valves are the first thing to look at, but still you need a boost gauge (even if just for testing) to get a starting point.

Dave