I didn't do such a deployment before. However based on my understanding, you can have 2 options:
(1)make 3 ejb jar files each of which has its own jbosscmp-jdbc.xml.
(2)Or if all your ejb are in one jar file, you need to specify the "datesource" for each in the only jbosscmp-jdbc.xml
It is the same EJB, just with support for different databases.
In the three jbosscmp-jdbc I have different mappings for each of the databases. This is for the different datatypes, i.e. TEXT/MEDIUMTEXT etc.
There are no way use several of these CMP mappings for each datasource ?