So, it looks like there is some kind of software issue when trying to run both off of one cgminer instance. This was on Windows 7; is the same issue going to occur on the ZenMiner? Where it looks like it's hashing correctly, but it's silently only sending one miners work?
I'm running 3 Furies on Windows 7 using the provided cgminer without any issues. The only difference is that I specified all 3 com ports to check on the command line.
You could try adding "-S COM7 -S COM9" to your cgminer start line and see if that helps.
I also have had no issues using all 3 of them on my zenMiner. Both ways, I get about 4MH/s out of all 3 combined on clever. If the pool you are mining on has a low worker difficulty setting, you're going to start getting a lot more stales and rejects than if you try to mine on a pool with a starting worker difficulty of 512 or higher.