For that to happen you would need to have 3 separate output sound cards and assign each card to the program. Unfortunately, that's not possible, even for Mirillis.
I've checked their official website to look for information to support this, but there isn't anything which means it's based on my experience working with Mirillis and so far I didn't encounter this possibility.
The software allows you to configure multiple input/output devices, but you can't use them to separate the sound.