If they were sold as three separate items, you will have to send them back separately.
You need a case and, importantly, a separate tracking number, for each item.
If you send 3 items back with one tracking number, you run the risk of only being refunded for one item.
"There are two ways to be fooled. One is to believe what isn't true; the other is to refuse to believe what is true.”
Søren Kierkegaard, Danish philosopher (1813 - 1855)