Yeah, the WTS would probably try and retcon WW3 into their eschatology.
Not sure just how they'd spin it, though.
They'll probably be trying to secure their neutral position and think the witnesses who get persecuted because of it are proof that the big A has started (much like how many were concerned WW2 might be the end). Maybe they'll teach that the final peace treaty will result in a ban on religion (assuming the war resulted after something that involved religion heated up). This was actually an old theory of mine that I came up with when I still believed in the "truth".