Since the group had begun the hole after the three-note
airhorn signal, the players were permitted to complete play of the hole.
The proper ruling is that Player A’s third ball played from the tee is his ball in play – he lies 5. Player A did not inform his fellow-competitors that his 3rd ball played from the teeing ground was a provisional ball.
Although the second ball played from the tee was found, when the fellow-competitor called out “Play another ball”, he was suggesting that Player A play a provisional ball.
At that time the location of the 2nd ball was unknown, somewhere in the bushes and cactus.
It is acceptable for a player to suggest play of a provisional ball – not considered advice.