There were in fact two squads selected, one for the first game and a second one for the last two games:-
Squad for First T20I game
Proteas squad (for 1st T20 International match against Sri Lanka): Faf du Plessis (Titans, captain), Quinton de Kock (Titans), JP Duminy (Cape Cobras), Reeza Hendricks (Highveld Lions), Imran Tahir (Dolphins), Aiden Markram (Titans), David Miller (Dolphins), Lungi Ngidi (Titans), Anrich Nortje (Warriors), Andile Phehlukwayo (Dolphins), Dwaine Pretorius (Highveld Lions), Kagiso Rabada (Highveld Lions), Tabraiz Shamsi (Titans), Dale Steyn (Titans), Rassie van der Dussen (Highveld Lions).
This squad includes a number of players with IPL contracts and they are not in the squad for the remainder of the series.
Squad for the 2nd and 3rd T20I games
JP Duminy (Cape Cobras, captain), Reeza Hendricks (Highveld Lions), Aiden Markram (Titans), David Miller (Dolphins), Chris Morris (Titans), Anrich Nortje (Warriors), Andile Phehlukwayo (Dolphins), Dwaine Pretorius (Highveld Lions), Sinethemba Qeshile (Warriors), Tabraiz Shamsi (Titans), Lutho Sipamla (Warriors), Dale Steyn (Multiply Titans), Rassie van der Dussen (Highveld Lions).
Even though there are 3 players with IPL contracts I have a sneaky suspicion they would not actually play - since he IPL starts on 22 March 2019