Are you keeping all 3 in the same tank?
Males should never be kept with any members of their own species even females (unless for breeding purposes) as they can severely stress out the females and even kill them. Same goes for the females, with shorter fins they can easily gang up on the male.
Also it's better when keeping female Bettas together to have odd numbers as it helps balance out aggression and develops a pecking order.
I'd get the male out of there asap and get him his own home before one of your fish gets hurt or killed