Indeed, Newton's Third Law does not apply to the Lorentz force on charges, in general.
Conservation of momentum (from which the Third Law can can be derived for mechanical forces) is more general. We can make conservation of momentum work in electrodynamics by associating a momentum density with the electromagnetic field: ##\vec g = \epsilon_0 \vec E \times \vec B##. The sum of the mechanical momenta of the particles, ##\vec p_i##, and the volume integral of ##\vec g## is conserved in a closed system.
