Yeah, enabling the DNS challenge disables the others, because the DNS challenge is necessarily used when the others can’t be. It’s too error-prone to expect users to always disable the other two challenge types when they enable DNS.
I still don’t get why you need all 3 challenges for the same domain names.
So, are the SANs on the certificates different or the same? Please illustrate exactly what you are trying to accomplish… that will help us understand what needs to be done.