If you have data on 3 variables on Nintex workflow, and you would like to combine all data into a single variable:
Take one more variable on workflow, and you can use build a string action to combine all your other variables data.
In case if your requirement is not this, can you elaborate your question?
You can loop on your 3 Collections, one after each other.
Inside the loop, use the Get action to take the value from your source collection and the Add action to populate your target collection.
If you use the Join on a Collection operation you can get a string out of each of your collections, you can then concatenate the three strings in a Build string action using the same delimiter specified in the Join. Then use the Regular expression action to split the joined string on the delimiter storing the result in your combined collection.