That suggests a bandwidth issue in your local network, although pretty borderline, since they all work individually. I’d take a look at the info provided in the wifi interference FAQ.
And it may be having a different effect based on which device you ‘start’ the stream, and group from. Try starting the playback from a different speaker, and then group the test, and see if that helps. That might help isolate which speaker is experiencing the ‘most’ interference.
However, this is an educated guess. If your system continues to drop while playing the same thing when grouped, I would recommend that you submit a system diagnostic within 10 minutes of experiencing this problem, and call Sonos Support to discuss it, or post the diagnostic number here for a Community Moderator to pick up.
There may be information included in the diagnostic that will help Sonos pinpoint the issue and help you find a solution.
When you speak directly to the phone folks, there are more options available beyond just the diagnostic analysis.