HARMs 2 and 3 can effortlessly have notes that span multiple phrases. I swear I've seen the same thing with HARM1 notes (although I can't name any examples so maybe I'm crazy), but trying to do so seems to raise the following error:
ERROR: MIDI Compiler: (HARM1): Vocal note at [M:B:T] extends beyond phrase
Obviously that makes sense as an error for solo vocals, but it seems odd to me that HARM1 would be specifically excluded in harmonies. Especially because this restriction is making for some very awkward phrases in a song I'm working on right now.