Of course TheRaider, always is necessary to have a 3d path, it is not possible to establish a control point with separated x-y-z positions. It is very common to forget this point and we might not find a way to create it, but if you forget press Ctrl key, nothing happens ;D
User tip: when is necessary add control points (not fixed keyframes) on a 3d path for smoothness in the trajectory and needs select them in camera view or top-side view, select the peg, enable control (Shift F11) and, here the important: press Ctrl key (windows) when click on each of them (Animate 1)
Yoryo
the important part is making sure you have the 3D path. I still forget that sometimes 