We theoretically investigate the propagation of heat currents in a three-terminal quantum dot engine. Electron-electron interactions introduce state-dependent processes which can be resolved by energy-dependent tunneling rates. We identify the relevant transitions which define the operation of the system as a thermal transistor or a thermal diode. In the former case, thermal-induced charge fluctuations in the gate dot modify the thermal currents in the conductor with suppressed heat injection, resulting in huge amplification factors and the possible gating with arbitrarily low energy cost. In the latter case, enhanced correlations of the state-selective tunneling transitions redistribute heat flows giving high rectification coefficients and the unexpected cooling of one conductor terminal by heating the other one. We propose quantum dot arrays as a possible way to achieve the extreme tunneling asymmetries required for the different operations.