Yes, it can cause serious problems. two (and 3) bettas should never be kept together. Males are highly aggressive, and can kill females without any warning, and females fight between themselves unless they have a large group, called a sorority, where a pecking order can be established.
Some people do keep genders together, but these are who people either have a LOT of knowledge and have planned their tanks very well, or have been very
lucky they haven't lost a fish. I would suggest removing your two females and finding them each their own tank. Not only will this prevent a fight that could kill one of your fish, it will make your fish much happier. Without the stress and irritation of aggressive fish around, your betta are going to develop stronger personalities, be less likely to fall ill and have longer, fuller lives. A betta can live 5 or 6 years in good conditions. Sometimes longer. Keeping them stress free is part of these conditions.
I really don't want to sound like I'm lecturing, I just want your fish to be healthy and happy, and you'll enjoy them more if they're split up. They won't be as skiddish or shy in their own tanks. :)
You might want to look at this
and possibly set up a sorority for your girls, but you'll need more then 2. This is the best way to keep multiple betta in one tank.. but only girls!
As for the boy, he's happy alone, don't worry about him getting lonely. If his tank is large enough (5 gallons) you can get a mystery snail or some glass shrimp.. if it's too small (the smallest a betta should be in is 2.5 gallons, and that's pushing it) then he's better off alone.