We report on nonlinear terahertz third-harmonic generation (THG) measurements on YBa
2
Cu
3
O
6+
x
thin films. Different from conventional superconductors, the THG signal starts to appear in the normal state, which is consistent with the crossover temperature
T
* of pseudogap over broad doping levels. Upon lowering the temperature, the THG signal shows an anomaly just below
T
c
in the optimally doped sample. Notably, we observe a beat pattern directly in the measured real-time waveform of the THG signal. We elaborate that the Higgs mode, which develops below
T
c
, couples to the mode already developed below
T
*
, resulting in an energy level splitting. However, this coupling effect is not evident in underdoped samples. We explore different potential explanations for the observed phenomena. Our research offers valuable insight into the interplay between superconductivity and pseudogap.