The official PayPal policy is that Seller Protection is void if you combine items that have been paid for separately into one parcel.
In practice, that has been applied sporadically as far as I know, but in a practical sense, if an Item Not Received claim was opened for all three, you would be only able to defend one of them (and if you proved that you sent them together, you would in fact be compromising your protection).
What I do in these kinds of circumstances really depends on the items that have been bought, but if there's a decent amount to be saved, the first thing I do is send the buyer one message thanking them for their purchases and payment(s) etc, then say that I can offer a combined postage discount if they are all sent in one package. I then let them know that to avoid delays to postage, I will send all items separately if I am not able to confirm their choice by (explicit time, usually at least 4 hours notice, but up to two days if they purchase on a Friday night).
If the items are low enough value and weren't going to be sent via C&S or registered post, and the buyer ok's them to be sent in one package, I just log into PayPal and refund the excess postage and send all items together as normal. If the items are higher in value, I refund all payments and re-invoice for all items, with postage adjusted accordingly. (If the latter, it's best to explain that's what needs to happen in the original message).
