Let me see if I can summarize your request.
You want to place a single call (or fire up a single call file) that calls three numbers. When all three phones have picked up the phone, you play the message file?
If that’s the case, there is going to be a problem. Each of the calls to the phones is a separate call from the PBX - they are only related by the fact that you think they are. In order to do this, you’ll have to write a custom context and handled each of the calls and (for example) bridges them into a conference, and the message played to the conference only happens after all three phones are picked up. The other problem I see is error handling: what are you going to do if none, one, or two of the phones pick up. The ‘all three’ version of the caller is already a challenge - adding the complexity of one or more of the phones never picking up makes this harder.