they sell little alarms that you put on your doors - when the doors open the alarm would go off. we have seen them at lowes. we have a sliding door that locks, but its easy to unlock and open. my son once just opened it and walked outside (we live in the country) and even up to the neighbor's house before i woke up to hearing him say "help mom" - he cant get the door open from outside because the porch is a step down from the house... so he was stuck outside. nothing bad happened, and there certainly isnt a pool around, but i was horrified! so you could easily get one of these alarms for your doors. to my understanding, they are a 2 piece thing that when separated for more than a certain distance (like 2 inches or something) they make the alarm go off. so you would know if someone opened your door.
i dont know anything about pool alarms. i just know that with water, and drowning, the only true method of safety is to avoid having a chlid get near the water unattended. sure, if a kid falls in, they do have alarms for that, but how long would a kid be in until you got to him, and it would be this panic situation. kids can drown in as little as a few minutes, so though well intended, i wouldnt trust a pool alarm to protect my kids.
you could put in a fence, but as you said, your 3 year old is unstoppable. so i would recommend the door alarms for the house. they can be placed up high where he cant reach them. it also would scare the begeezers out of him so he might stop trying to escape outside anyway.
good luck