Q. Do we have Free Will? Is it that the 1st Mind feels it has Free Will but at 3rd Mind level, everything is orchestrated and we are just in an illusion that our Choice shapes our Destiny?
A. First, please read this post on free will, destiny, and karma.
The question here again is whether the First Mind "really" has free will. The answer to whether something "really" exists can only be determined from a particular perspective. For example, if I see a dog run quickly through a small exhibit in an art museum, I might ask the person next to me, "Was that really a dog?" The person might say "Yes, I think that really was a dog." What this means is the person next to me also perceived a dog just as I did. Does that mean the dog was really there? Suppose we asked all twenty people exploring the same small exhibit whether they saw a dog and they all said there was no dog. Suppose we asked the security guards at the entrance and exit of the exhibit and they also said there was no dog. Now what is the answer to the question? Was there really a dog?
The point is that any answer we get has to be tied to the perspective that perceives or does not perceive a dog. We might say that a security camera would give us a definitive answer, but even then, the dog's path (if there was a dog) may have escaped the viewing range of the camera, or the camera may have had a glitch for a few seconds. As long as we are talking about a perception, recognition, or interpretation, we cannot talk about absolute answers. A relative world has no absolute answers. We can only get a relative answer that we agree upon, and therefore is useful.
As an aside, this point is often exploited in our society, especially with respect to political issues. For example, I can challenge anything in society by saying it is relative. Here, the importance of relative truths becomes important. We have to be able to discern when it is useful to accept relative truth because it is useful for living (for example, accepting our perception and stepping out of the way of an oncoming car) and when we need to challenge relative truth (for example, challenging our perception and questioning whether in fact matter exists external to and independent of observation). As this discernment is cultivated, the ability to play with and use perception without being bound by it develops.
As the above linked post on free will, destiny, and karma mentions, free will is real as an experience of the First Mind. It is real as the creative impulse of the Second Mind. And since question of free will assumes individuality despite there being no distinct subject who can either have free will or not have free will as the Third Mind, the question does not address the Third Mind.
Intellectually, we can argue that because all effects are results of prior causes, there is "really" no free will as the First Mind, but this assumes that that the prior causes are not an aspect of us. In fact, the prior causes noted by the First Mind were either/also actions of that First Mind itself and/or impulses of the Second Mind, which is our very own subtler identity. Therefore, will is at play even here, but the nature of "I" shifts, and therefore so does the understanding and experience of agency and ownership of cause and effect.
Hence, the most complete view of free will has to be conditional on identity (as all more complete views must be). Otherwise, we force a confusing one level of identity, agency, and experience with another.