Sony Xperia Z3, Z3 Compact and the Z3 Compact tablet get CyanogenMod support
They are all CM12 builds, which means you will also get Lollipop juiciness with them. In order to install the nightlies you will need an unlocked bootloader and many Sony phones support bootloader unlocking through their dev program, but it could affect camera performance in some phones. Be warned.
Considering you will be working with nightlies, you can be sure there will be bugs to be had. Don’t forget to back up your device before tinkering.