For one of my projects, I must apply a voltage at the electrodes of -1V and +2V vs SHE. But my device potentiostat picks a voltages of 3V. How am i certain that it doesn't apply the voltage between -2V and +1V (and if that happens can I change this somehow). Or should I just use a reference electrode?
You have to use 3-electrode system, with 2 power electrodes and the SHE as the reference electrode.
The problem is that if you apply the external voltage 3 V on both power electrodes, their potential wrt SHE depends on the particular electrochemical system. The only value that is a priori given is the difference of their ECH potentials.
You need to have such electrochemical redox systems which potentials are close to the target ones. But I am afraid both potentials are extreme and there will be rapid formation of gases on the electrodes
Electrodes will establish such potentials, where there is the same (but the sign) passing electric current.
You may will need to tune the electrode potentials for the given or chosen current and/or tune current to tweak both potentials at the same time.
Increasing current decreases the potential of the cathode and increases the potential of anode (non-linearly and independently) and vice versa.
Increasing concentration of oxidized form at an electrode increases its potential for the given current and vice versa.
Increasing concentration of reduced form at an electrode decreases its potential for the given current and vice versa.
Note that 3 V potential difference is quite a lot. Either the cell resistance is high, either there is high current.