Yes, they should be all loaded correctly and appear in the same physical position.
Most likely UIDs were not correctly replaced during anonymization. This should not be an issue.
You can load all 3 DICOM files at once, you can switch between them any time and can show a blended display of any two at the same time in any of the slice viewers. You can also use any of them in creating one 3D segmentation. Having 3 sparse (highly anisotropic resolution) volumes is nearly not as good as one isotropic volume - see this topic for details: Combining volumes - what am I missing? - #2 by lassoan
You can save the volume in nifti format using Save data window (select Nifti in File Format column). We don’t have experience with NiftyMic but it seems that you will! Let us know if you find it useful. People quite often struggle with getting a decent 3D volumes from these kind of sparse acquisitions.