The problem you have here is that, as you just mentioned, Mautic is meant for just one domain (out of the box).
These are some possible solutions:
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Modify the Mautic code so it understands multiple sites. This is the only way you’re gonna get exactly what you want, but it’s difficult / expensive (hundreds of development hours)
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Reduce your requirements and find other ways to do what you want. Use Mautic as is and find other ways to accomplish your objective.
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Use external Application to merge your statistics. That is use 3 or any number of Mautic installations, then use something like Matomo or even Prometheus/Graphana to unify your statistics from all three Mautic instances and optionally send the data back to Mautic after the merging. While it might look complex if you don’t know the tools, it’s much simpler than re-writing half of the Mautic core, that’s for sure.
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Write a Mautic plugin or external (to Mautic) code that merges the data from the 3 Mautic instances and sends it to a 4th Mautic installation. The 4th Mautic would take care of anything related to merged data. This one looks much simpler, but writing new code rarely is simpler than using existing tools.
@mojo check this blog post, it might help get you started with multiple mautic instances:
https://mauteam.org/infrastructure/which-is-the-best-way-to-run-mautic-for-agencies