As Kevin said, Action! cannot record more than 2 audio tracks. If you want to record 3 audio tracks while using Action! you will need to manually record one of your extra sources using something like Audacity. The lack of audio channels is one of 2 major reasons I don't use Action! as my primary screen capture software
I totally understand what you are doing. I split my audio into a number of channels so I can adjust them independently as much as I like without effecting the other audio sources. I personally use USB surround sound headphones which work as both a digital audio device, which I set to stereo and play voice chat through, and an analog audio device, which I set to 5.1 surround and record game audio through as a separate track. I then have my USB mic recording to yet another channel. This should be pretty simple for the Mirillis folks to do, but they have no yet added this. Action! has it's place in my work flow if I am capturing from the desktop or windowed applications I find it tends to capture the mouse more reliably than my main screen cap program.