Do you mean you can't make a single calendar entry that appears on all 3 other calendars? That's not an app limitation, it's more how any calendar service works.
Do you use iCloud? Google?
Are the calendars viewed by other people too or just you?
The usual solution is to share your personal calendar with other people as well so they see your busy vs available. So people make a personal-personal that no one sees too.
More details about your setup will help us help you more.
I have my personal Google Calendar, and from inside the calendar, I created a 2nd calendar and then sent an invite email to my girlfriend. When I schedule an event, I can keep it personal, or make it show up in the shared calendar that she can also see. I can also check or uncheck each of my 2 calendars, to unclutter my calendar if I want to, or check them both, to look for obvious conflicts.
A lot of church ministries use a site called PLANNING CENTER ONLINE. They can list each band position and vocalists, and see who is available on a specific date, and on a specific instrument. For instance, if they need to schedule a drummer, the system pulls up the names of all the available drummers, and they can select one. That player receives an invitation email, which they can accept or decline. If they decline, and the director still needs to schedule a drummer, when he pulls up the list of available musicians, the guy that declined will not be selectable anymore. The players can also block out dates on the calendar, in advance, that they are unavailable to prevent them from being selected to play. And, if they are also scheduled at one of the church's campuses, another campus can't schedule them also (so you are never expected to be 2 places at once).
I think that is the most important part to solve YOUR issue - managing conflicts between 3 groups.
You might be able to share 1 calendar to all the members of your 3 bands, and ask them to log every event on that same calendar. The downside is, the other bands will see everything the other band is doing, and that might become an issue (not sure in your case). But it would keep your evenings being double booked. Of course, there might be a way to have a separate calendar for each band, and you have access to all 3, since you are in all 3, but the other players only have access to the calendar of the band they are in. You MIGHT be able to set things up to show you as busy or unavailable, when a gig gets scheduled on any of the calendars, so one of your other bands doesn't attempt to book you too.
