Thanks everyone. All great suggestions.
Yes, we have had all three since they were 3 months old. It's a challenge but I wouldn't change it for the world. They are such characters with such crazy distinct personalities. I did read once that dogs go through 3 stages of aggression and that it's perfectly normal. Trying to vie for who among the three is top dog, that kind of thing. Doesn't help my nerves any but I'm pretty sure they are in the 3rd tussle for power.
My problem with training them has always been the same. If you try to do all three at once it doesn't work. One loses interest, sees a fly, hears a bird and off she goes and once she goes, the other two follow. If you try to train them individually the two who are being left out howl and scream and cry and end up upsetting the one being trained. I've tried putting them outside when I try to train one, in another room, even have my husband talk them for a walk. They know they have a sister who's getting something that they aren't and they need to know what. They scream like this if we bath one of them. The other two stand outside the bathroom yelling their heads off. And trying to get their harnesses on to take them for a walk is the WORST. They see the harness, know it means walkies and go nuts. So, we separate them again because all three together is like trying to wrestle a couple dozen bulls at one time, and so the two who are outside the door waiting for their turn and yelling and screaming and the one who is getting the harness on hears them and she starts yelling and screaming.....yes....living with three crazy Westies is a BIG challenge.