Congratulations on the new addition to your family.

Rocky is a very lucky little guy.
I don't have any advice because I have only 2. The only thing I can think of is to keep a basic routine in which you do basic activities at about the same time each day: feeding, playing, walking, and so on. Having a basic framework helps doggies feel more secure. They know that certain things will happen at certain times.
Best wishes to your trio. .....and pictures are mandatory!