Let me split my query into a few parts which possibly have overlapping answers,
How do we prove that depth $3$ threshold circuits with polynomially bounded integral weights (call this $\hat{LT_3}$) are in $NP/poly$? (I saw this claimed in athe conclusion of this recent paper https://arxiv.org/abs/1705.02397 without any proof or reference.)
Why is depth $3$ special here? What is the analogous statement for higher depths? Are they outside $NP/poly$?
Apparently it is also true that all of polynomial sized threshold circuits are in $P/poly$. How do we prove this?
Isn't $P/poly \subseteq NP/poly$? And in that case why would anyone want to emphasize that $\hat{LT_3} \subseteq NP/poly$ when we know that $\hat{LT_3} \subseteq P/poly$? What am I missing?