The Celestials can kill all three of them but they will lose in this exchange as long as one of the Celestials dies. Gods grow stronger by absorbing compatible domains but demon kings grow stronger by absorbing Celestial Godhoods. That means demon kings can absorb any Godhood as long as it belongs to a Celestial.
Every Celestial is food for a demon king. They are not picky at all. It makes them grow stronger faster than Celestials. What makes things further in their favor is that dying only makes them lose some of their Authority, not their strength.
Each new demon king is a level 1 demon king. They need to absorb 3 Godhoods to become level 2. Then 5 more Godhoods to become level 3. Then 7 more to become level 4. Then 9 more to become level 5. Then 12 more to become level 6. That means each demon king has absorbed at least 24 Godhoods of Celestials to become level 5 demon kings. They might have more than that.