
Hello,
I do not think this is possible at all!
The MIDI-Thru function is simply to make the signal from the MIDI-In available at the MIDI-Thru (which is an output), so the same MIDI signal can easily be routed to a number of devices. However, the MIDI-Thru output does NOT contain the signal from the keyboard itself, the MIDI-IN and the keyboard MIDI signals are not merged!
There is therefore no way to connect three sources to a single input, regardless of the availability of MIDI-Thru on them. What you would need are MIDI merger boxes, or a MIDI interface with three MIDI-In ports.
Best regards
Reiner