Do you have a teacher, or are you doing this on your own? Can you give us an idea of other repertoire you have played.
Learning all three movements at the same time will generally be more time efficient and give more time allowance for the music to grow. Learning one movement at a time will give more opportunity for a deep dive with less distraction. However, proceeding one at a time will often lead to the piece with the least amount of learning time to feel the least secure. It also depends on if you have a time deadline, and how much other music you need to be working on. Ask yourself how much time can you devote to this sonata, while leaving enough time to work on all other music. I would recommend sight reading through the entire sonata first. Determine which sections are the most challenging to you. Those sections would be the first ones to tackle. Continue your study by adding sections of music ordered from most difficult to least difficult to you (this will differ for every person, so you need to make that determination yourself). You don't need to learn the piece in a linear manner. 3rd movement. Have you played any moto perpetuo style music before? The main elements are broken chord sequences, scale passage work, Alberti bass, tremolos, repeated chords. You have likely encountered these things before, but not used in this particular manner. There is little time for rest in this movement, it is relentless passage work for the entire piece, and one of the things needed to manage is stamina. Small faults in playing technique can be magnified, as the length of the piece can cause the playing mechanism to tire out before the piece ends if one is not using good technique. Be mindful to use good technique habits when slow practising.
Thanks a lot, very helpful! What would you say the hardest section of the third is and how did you get around it?
For me, it was maintaining a disciplined awareness of the efficiency of technique and the playing mechanism. I found that some physical movements okay for slow practice did not translate very well for performance tempo, thus a lot of time was spent finding efficiencies and optimizations for healthy technique at performance tempo.