I've seen is that Sly can climb to the top of the stage to prevent the attacks of Big Daddy. Is this an option or a mistake of the game?
minute -> 1:30
Yes, you can avoid those kind of level 3 supers. In the video below, starting at 3:12, Kratos uses his level 3 and Sly is able to stay out of range while also being invisible for the whole duration of the super. So yeah, with some skill and luck, you can avoid being killed during level 3 supers.