It is not a full answer.
It looks like false.
Set in $\mathbb{C}^3$ $(z_1, z_2, z_3) | |z_1|=|z_2|=|z_3|=1$ without $z_1=z_2=z_3$ and $w-1 + a(wz_i-z_j) \ne 0$ is linear connected. (need to strict proof, maybe i'll edit it later)
$f(z_1, z_2,z_3) = im(H(z_1,z_2)H(z_2, z_3)H(z_3, z_1))$ is continious.
So, if we can find point $(z_1,z_2,z_3)$ with the negative $im(H(z_1,z_2)H(z_2, z_3)H(z_3, z_1))$ and point $(z_1,z_2,z_3)$ with the positive $im(H(z_1,z_2)H(z_2, z_3)H(z_3, z_1))$ ,
we can find point $(z_1,z_2,z_3)$ with $H(z1,z2)H(z2,z3)H(z3,z1) \in \mathbb{R}$ on the way from first point to the second point
Let $z_2 =wz_1$, $z_3=wz_2$
$H(z1,z2)H(z2,z3)H(z3,z1) = Cz_1^3$, $C \ne 0$ - so we can create this 2 points.