As I understand, Magewell supports multiple devices in a single computer, which in turn Connect Pro would be able to see. It comes down to the computer having the ability to support 3 cards while also having the performance needed to handle the video format in question. What video format are you trying to work with?
No reason why it shouldn't work - I often use a mix of three different Magewell cards in the same PC. If they're all the same type, then it helps (for ID purposes) if you use the ProCapture models where you can set a different ID number for each one via the rotary hex encoder/switch on the card.
Current version of Connect Pro has memory leak with Magwell cards. Newtek has fixed it but not yet published new version. Also make sure that new you have installed latest Magwell driver because drivers before 2018 has a bug that crash a system on Connect Pro exit.