Once upon a time, there was three powerful and dangerous wizard who created the three seemingly most powerful magical objects of all namely the Deathly Hallows. The three objects were the embodiment of their ambitions. The elder wand - the wand that's capable of accomplishing one's heart desire. The resurrection stone as the name gave it all away is the portal between the living and the death. The invisibility cloaks that’s never worn off its power which capable of hiding one from signs of enemies for eternity if one so desires.
However, those probably are not the only creations of said powerful wizards. Following the trait of harry potter from his 1st to the 7th year at Howard, there is clear evidence of the existence of three more objects that demonstrate the same characteristic as the three Deathly Hallows. Those three all have so much in common, they all transfix Harry when he first encounters them, all three are extremely powerful with untold history and all three act as the looking glass to the three brother's ultimate goal. Those three missing Deathly Hallows was: the Veil that kills Sirius Black, the Mirror of Erised and the Pensieve.
The Mirror of Erised is an ancient mirror that shows "the most desperate desire of a person's heart, a vision that has been known to drive men mad." the word Erised is the word Desire spelling backward as if reflected in the mirror. This artifact seems to be of the first brother Antioch's craftsmanship. If the tales of the three brothers has some truth in it, the 1st brother must have been the most ambitious of them all. Everything he did must have had the same purpose in mind that is to help him achieve his ultimate goal. Follow this exact purpose, the Mirror of Erised shows him his heart desire, show him what he wanted most in life. However, the mirror failed to deliver him the path which he knows not. After the failure of the Mirror of Erised, the 1st brother created the Elder wand, the most powerful wand in all of the existence that's capable realized one's heart desired.
The second missing Deathly Hallows is the Veil which is contained deep down under the ministry of magic. In the books, Sirius Black falls through the Veil after being hit by a spell and never to come back from the other side. The spell that hit him is not the death spell since its color is red in contrast to the green of the death spell. So it must be the falling that kills him. In the tales of the three brothers, the 2nd brother Cadmus asked Death for a resurrection stone to help him bring back his love one from dead. However the one that he brought back was never the same, he cannot feel the love in her, she's sad and cold as if they are separated "as by a veil". The Veil must have been the first attempt of Cadmus to bring back his fiancé. However, he realized soon after that he the veil is the one-way portal that only the live can walk through.
The last missing deathly hallows belong to the 3rd brother, Ignotus. According to the Tales, he's the wisest and most thoughtful of them all. He asked death for an invisibility cloak so that he could hide death until he's no longer want to live. It's only logical for such a person to create the Pensieve to store and preserve their thought. And when one's in a memory, one becomes invisible to everyone around. This could be the inspiration for him to create the invisibility cloak.
The Peverell's artifacts are called Deathly Hallows not because they are created by Death but because the three brothers are the master of one creature which most people in the wizarding world associate with death - Threstral. The core of the Elder Wand is Threstral's tail hair. The voice of the death from the other side of the veil can only be heard by Harry and Luna, also the only two can see Threstral. And last but not least, the invisibility cloak makes he who wears it invisible like a Threstral. And guess what creature take them to the battle at the ministry of magic? Threstral.