You can have multiple jenkins masters configured with the same connection details (ensure you select distinct remote paths mind) and connect them to the same machine.
The only issue you may see is if all the Jenkins masters try to run builds on that node at the same time. The Jenkins masters have no way to communicate or coordinate the sharing of the same physical resource.
If the risk of multiple parallel usage is a major worry there are some ways to work around that:
1. Have a prefix or suffix start command that obtains a "lock" file or exits with a non-zero exit code and do not have the slaves with "Always connected" strategy.... requires manual setup, and if for any reason the "lock" file is stale no builds will take place until you manually intervene
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2. Use a commercial offering for sharing slaves between masters a.k.a. Jenkins Operations Center by CloudBees.
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But if you don't see that as a major risk, just go ahead and connect the three masters to the same machine!