The short answer is: yes, there were others besides the IW, the Messenger, and the DB. If I had to make a rough guess, I'd say there were over 50, depending on how you count. You need first to differentiate between "core"
IFW zines (like the IW) and Society zines (like the DB). There were relatively few "core" zines but many Society zines, because there were many Societies. The core zines we could probably list pretty easily: the monthly (which went by many names over the years), the quarterly (early and short-lived), the Supplement (which split out from the monthly at one point) and the Messenger (reserved for the
IFW Senate/leadership to communicate to itself, not more widely distributed). Pretty much every Society had a zine, some more than one, and Societies came and went pretty regularly. Some, like the Castle & Crusade Society, were proposed and formed by existing
IFW members; others, like the Game Design Bureau, were formed when the
IFW subsumed an existing club - they had a pretty active M&A profile for a while.
A further difficulty is that a fanzine's association with the
IFW could be pretty loose. A number of fanzines affiliated themselves not just with the
IFW but also with other organizations - the affiliation granted you a discount as an
IFW member when you subscribed, and the
IFW's membership treasury typically offered the zine some degree of support in compensation for that. There are quite a few Diplomacy zines associated with the
IFW's Diplomacy Society that fall into this category, for example - many of them also affiliated with the NFFF, a science-fiction fandom group that also had a prominent (and historically, extremely important) games society. Were these
IFW zines? You can find Gygax playing in plenty of them, anyway. Even the DB arguably had joint affiliation between the LGTSA and the C&CS.
A few years ago on Tome of Treasures I remember we tried to enumerate the
IFW zines, but I fear we didn't even arrive at a list worth dredging up. If you want to get a good sense of them, though, I'd probably recommend consulting Phillies's index zines - the Bix Six, the Guide to Wargaming Periodical Literature and the History of Wargaming Quarterly. He indexed periodicals back in the day (covering the entire lifetime of the
IFW) so you could look up articles by author, by subject, and what have you, so if you were looking to just pick out Gygax's material, those are quite valuable. Don't expect that you're going to stumble over D&D-related history in an
IFW Society zine like Europe '44 (modern) or Tricolor (Napoleonic), though. Gygax did not contribute to every
IFW zine.