How to make three different gifs into one gif (layer)?

Hmmm...  It would be doable, but a lot of it would need to be done manually.  I'd be inclined to open each GIF by itself, and arrange top have the same number of frames in each one.  That might be by deleting or adding frames at whatever point will be least evident.

Then Load the first GIF with the Motion workspace, and enlarge the canvas size to accommodate all three GIFs.  Select all of the layers in GIF one, and group them.  You'd better test the GIF at this point because I am not sure if that would break the animation.  If it does, undo the grouping.

Open the other two GIFs, having previously matched the frame count, and this time definitely group all the layers.  Drag the group to the first animation's tab. Twirl open the group, and manually select each frame in turn, and switch on the appropriate layer.

Repeat this for the third GIF, and it is job done.  Export out to Save for Web (legacy) and you have your three-in-one GIF