2005 ford expedition 5.4 repair?

I have a 2005 expedition it has the 3 valve 5.4 engine. It runs great driving down the road or if you have it in park and running it idles fine but if you put it in drive or reverse it idles very rough. Check engine light came on and the obd-ii computer says misfire cylinder 3. Well we changed spark plugs, coils, and fuel injectors and it didn't change anything. Then we took it to the dealer ford service department and they said you have a misfire in cylinder 3 and we will just have to start replacing parts till we find it and that don't sound too good to us. So my question is what could it be that we can try to fix it.

Run compression on cylinder 3 to start with. Let me know when you find the head gasket leak.

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