Where are these playlists? Are they created in the Sonos controller, or somewhere else, like Apple Music, or Deezer, etc?

You can create a new Sonos playlist by added each of the three playlists (no matter the type of playlist) to the Queue, then saving the Queue.

This won’t remove dupes, you’ll have to do that yourself.

If you want to create a new Music Service playlist, you’ll have to merge them in the app for your music service.