There is one other option, though it might be fiddly - if you register the Kindle to one account, you can download the books on that account to the Kindle. You could then unregister the Kindle from that account, register it to the second account, and download the books on that account. Then repeat with the third account.
At any point in time, you'll only have access to the archived books for the account your Kindle is currently registered with, and wireless synchronisation will only be operational for the books on the currently registered account. So not a perfect solution, but it would be one way of being able to get all of the books onto your Kindle.
If you wanted to get rid of two of the accounts and consolidate all of the books into one account, you could try contacting Amazon customer services and ask if it would be possible for them to do that - it's not something you could do by yourself. But I don't know if that's something they do. Worst they can do is say no, though.
