How to manage a website divided in 3 subdomains with lot of bullshit pages ?

Search engines considers sub-domains as separate domains so you have to do SEO for each.

It's impossible to say without knowing what you're looking at. You're asking us to make value judgments on 66,000 pages without knowing what they are or how important they are to your business.

Ultimately, the only way to filter through the crap is to do a manual review of the content and 301 redirect everything you don't need.

Not really, however it really depends on what you're looking at. When it comes to clean ups of this size, historically I've relied on finding patterns eg doing a full crawl of the website using Screaming Frog and sorting by duplicate meta.

Dependent on what the IA is like, you can then modify .htaccess to target specific subdirectories rather than work on a page per page basis.

I typically export all backlinks from Majestic to ensure I'm not deleting anything that looks crap but has value either.

I'm always reluctant to just 'redirect everything' on a subdomain, particularly if I'm working with a large CMS, because media files aren't always located in the same place.

That's about the best I can do for you without visibility of what you're actually doing.

p.s. in answer to your other question, it may also be worth considering dynamically/conditionally inserting a canonical tag (if you don't want to go through the hassle of deleting/redirecting and you've got a lot of duplicate content). I'm saying that without looking at what the problems are though, so take it with a pinch of salt.

p.s.s no-index/robots/canonical are merely suggestions, not directives. In other words, there's no guarantee Google will honor them (even though they usually do).