How to remove/add a space after/before all headings with a macro

Properly formatted, your document shouldn't contain any double paragraphs. All the spacing should be controlled via the paragraph space before & after options, preferably as part of the corresponding Style definitions. Thus, deleting all double paragraphs and fixing the Style definitions will give you a document with a more consistent layout and whose layout is easily changed to suit any further changes in formatting requirements. That said, you can clean up just the heading 3 paragraphs with a macro like:

Sub Demo()
Application.ScreenUpdating = False
Dim i As Long
With ActiveDocument.Range
  With .Find
    .ClearFormatting
    .Replacement.ClearFormatting
    .Text = "[!^13]@^13[^13]{1,}"
    .Replacement.Text = ""
    .Forward = True
    .Wrap = wdFindStop
    .Format = False
    .MatchWildcards = True
    .Execute
  End With
  Do While .Find.Found
    If .Paragraphs.First.Style = "Heading 3" Then
      i = i + 1
      Do While .Paragraphs.Last.Style <> "Heading 3"
        .Characters.Last.Text = vbNullString
      Loop
    End If
    .Collapse wdCollapseEnd
    .Find.Execute
  Loop
End With
Application.ScreenUpdating = True
MsgBox i & " headings updated."
End Sub

Note: The macro doesn't insert an empty paragraph before the heading - you should insert the desired space before via the heading 3 Style definition.