Are you using the second and third Rendertarget after rendering to them as InputTexture for e.g. final combining the image? If so you have to unset the textures from your shaderresources. You can't read and write from and to the same resource at same time. In the first resourceslot you propably using another texture as input.
Theoretically true, DX11 will unbind any such resource itself. Try it, set a texture as render target that is still bound to the shader, you should get a warning in debug mode telling you that the shader resource view has been unbound.
Some more ideas:
- check your blend states. You eigther have to set the blend state manually for each render target, or set independant blend mode to false.
- Check your depth states and / or depth stencil view, I think there is the need to configure it for different render targets explicitely (or at least tell him to only use the setting of the first one) too.