Three is definitely a bad number for a sorority. Unless you are fortunate enough to get a group of extremely docile females, what normally ends up happening is that the lower ranking fish is constantly bullied and harassed by the dominant fish. Even if there's no physical injury being caused, being constantly chased and intimidated is extremely stressful.
Personally, I think one of your biggest mistakes, was in not quarantining your new fish before adding them to the tank. It sounds like your females were only newly arrived from overseas, so they have gone from one highly stressful environment to another. Stress can have an effect on the immune system, making stressed fish more susceptible to disease. There is a reason Columnaris is so prevalent in sorority tanks.
When we force aggressive and territorial species of fish into close confines, we need to do our best to mitigate stress where we can. Ideally, a sorority tank should be densely planted to not only provide fish with hiding places, but also allow them to carve out small territories within the tank, and break up lines of sight. While some hobbyists have success with keeping females in pairs or trios, it's generally advised to have a minimum of four or five females. You want aggression to be evenly dispersed among a large number of fish, not concentrated on one or two individuals.
Below, is a photo of one of my previous sorority tanks. When I am describing a 'densely planted' aquarium, this is what I am talking about.
With that said, some females are simply unsuitable sorority candidates. You can also find the dynamic of the group changes as females reach sexual maturity. This is when you start to see an increase in aggression. As RussellTheShihTzu has mentioned, these fish are unpredictable. A fish they tolerate one day, they may try and kill the next. I know, because I've witnessed it in my own tanks over the years.
This is why I stopped promoting sororities on this forum. There's too much risk involved, and it's the fish that suffer from our mistakes.