Yes, it can be proven as among $2m+1, 2m+3, 2m+5$ there is a multiple of $3$, which is not prime unless there it is equal to three.
On the post script: yes, there a conjecture to be infinitely many primes $p$ such that $p+2$, $p+6$, $p+8$ are all prime too. This is called a prime quadruplet.