I’d go with one schema if all three entities have the same structure (same customer fields, same meaning). Just add a field like entity_id to tell them apart. That way, you can easily build a unified profile view and keep things simple.
If each entity’s data is very different, then make separate schemas, but still try to use the same XDM class so they can roll up into the union profile.
Also, for future proof solution and performance, Adobe recommends keeping it to max 20 datasets for Individual Profile and 20 for Experience Events, so it’s better not to over-split your data unnecessarily.
Thanks,
Arpan