If you're using the VP0SR-1LZ (has LED indicator), be sure to follow the appropriate wiring diagram for a 3-way configuration. In the LTB instruction sheet, it is labeled as "Step 4C". I've also included a snapshot of it, for reference. As you can see, the timer should have four leads (excluding ground), if your timer does not have the same configuration of leads, please confirm the catalog number of the device.
The "second traveler" should be the wire coming from the YL/RD terminal of your remote, whereas the "first traveler" is the wire connected to the timer's black lead, and the hot wire. Be sure that your hot wire feeds both black leads on the devices, and that your neutral wire is wired to both white leads, before going to the load.
The "load wire" you're referring to is just the leads coming off your lighting fixture. If your fixture doesn't have leads, connect the wires to the appropriate screw terminals.
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