Once the federal return is complete, Save it.  Now use Save As and make a copy of it, use that copy for the 2nd LLC, do  it again for the 3rd LLC.

On the first main file, check the EF boxes for all 3,  Federal and CA and CALLC.

On the second file, only check the EF box for the CALLC, do the same for the 3rd file.

Youll need to check the LLC box on the Fed Sch C or E for the 2nd and 3rd files..  

Now in the EFCenter you've got a Federal, a CA and 3 different CALLCs.