The error says it all, did you read it? The conversion to GPT didn't succeed so you can't create a partition beyond 2TB after having an exactly 2TB partition at the start (as it's actually possible to create MBR partitions over 2TB, more on that later). You can also see that the Gpt column for the corresponding disk isn't highlighted after the convert command

The reason is that diskpart in Windows has very limited functionality and can't convert some disk types to others on-the-fly. It needs you to remove all partition first before converting to GPT
To change a master boot record disk into a GUID partition table disk using the Windows interface
- Back up or move the data on the basic master boot record (MBR) disk you want to convert into a GUID partition table (GPT) disk.
- If the disk contains any partitions or volumes, right-click any volumes on the disk and then click
Delete Partition or Delete Volume.
- Right-click the MBR disk that you want to change into a GPT disk, and then click
Convert to GPT Disk.
To change a master boot record disk into a GUID partition table disk using a command line
- Back up or move the data on the basic master boot record (MBR) disk you want to convert into a GUID partition table (GPT) disk.
- Open an elevated command prompt (right-click Command Prompt, and then click Run as Administrator) and type
diskpart. If the disk does not contain any partitions or volumes, skip to step 6.
- At the DISKPART prompt, type
list disk. Make note of the disk number you want to convert.
- At the DISKPART prompt, type
select disk <disknumber>.
- At the DISKPART prompt, type
clean.
- At the DISKPART prompt, type
convert gpt.
Change a Master Boot Record Disk into a GUID Partition Table Disk
To convert a disk to GPT without losing data you need 3rd party solutions like gdisk, MiniTool Partition Wizard, AOMEI Partition Assistant, EaseUS Partition Master, Macrorit Partition Expert... (I'm not affiliated with any of them)
Windows 10 version 1703 and up also have a built-in ability to do a lossless conversion called MBR2GPT.EXE
That said, it's possible to create a 3TB MBR disk with two 1.5TB partitions because as long as the last partition begins before the 2TB mark and doesn't last longer than 2TB then it'll be fine. Of course you need OS support for this (Windows 8 does support that), and also need a 3rd party disk partitioner instead of diskmgmt.msc
Since partitioning information is stored in the MBR partition table using a beginning block address and a length, it may in theory be possible to define partitions in such a way that the allocated space for a disk with 512-byte sectors gives a total size approaching 4 TiB, if all but one partition are located below the 2 TiB limit and the last one is assigned as starting at or close to block 232−1 and specify the size as up to 232−1, thereby defining a partition that requires 33 rather than 32 bits for the sector address to be accessed. However, in practice, only certain LBA-48-enabled operating systems, including GNU/Linux, FreeBSD and Windows 7 that use 64-bit sector addresses internally actually support this
https://en.wikipedia.org/wiki/Master_boot_record#Partition_table_entries
However GPT would be a safer solution