MY PLAY:3s, in use in an S2 system, only accept data via WiFi or a LAN (cat-X) connection, there is no line in on them. I’d assume that means Sonos wouldn’t have put the electronics to process a line in on the device.. 

I would expect if I disssemble they have a line signal within the Play 3 just before the amp stage ?

Sonos invalidates the warranty when you ‘open’ one of their speakers. I’ve never looked. 

As I write - it is an old one - out of warranty 

Why would Sonos convert from the digital format the Play 3 uses internally to analog and back to digital? That would be an added cost as well as reducing the music quality.

It needs to be analog before reaching the speakers - right

so would expect the power amp stage in the Play 3 to be analog as well

so I am asking if anybody knows where in the circuit I can find the analog signal coming from the dsp - to the amp

There are some videos out in the web that describe your plan but with the Ikea speakers, if you search for “Sonos Ikea Hack” you should find them and maybe they will help you. The Play:3 however will most like not have a line level somewhere in the circuit but only a high level so you would have to work around that. 

The Sonos speaker amplifier inputs are not analog.The outputs are but there may be more than one internal amplifier per channel, you'd need to read the spec sheet.