The main difficulty in formalising a proof of Fermat's Last Theorem is that all the known human proofs involve a vast amount of algebraic and analytic geometry (thousands of pages) and a vast amount of harmonic analysis (at least hundreds of pages). In theory there is no obstruction to typing all of this stuff into a computer proof system. In practice, if you want me to manage a team to do it then my estimate is a $100,000,000 grant to hire a team of people who would be happy to spend around a decade working on the project (and hence not doing other things such as generating research papers). As a consequence we would produce a fully-formalised proof, and the mathematics community would take one look at it and say "Why did you do that? We already knew it was true -- Taylor and Wiles proved it in 1995". (Remark: Taylor was my advisor, and Wiles was his advisor, and my early research was in this area; I have asked several experts in this area of number theory their opinions on the worth of formalising a proof and nobody has shown much interest, in stark contrast to the computer scientists, who view it as some kind of grand challenge).
The appearance of Fermat's Last Theorem on the list is basically a joke I think; the list was written at around the same time that the result was proved by humans.
There are no problems formalising the other two results, it's just that nobody got around to it yet. I would imagine that the Lean community will knock them off within a couple of years (an undergraduate at my university, Kexing Ying, is in the process of formalising martingales, for example). Fermat will be the last one to go, if it ever goes at all.