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.
I think that I'll try running them together again and see if I can get it working. I also noticed that about the low difficulty issue. Pretty much if the pool starts out low the Fury miners take a dump. The errors I keep getting are "Low difficulty share" and stale until the difficulty ramps up.
Does anyone know how granular the frequency setting is? I know with some ASIC's it's only able to jump 25Mhz at a time, but it doesn't seem like that's the case with these Zeus chips.