Are you sure they are all female? I'm asking because females aren't as common because they aren't as colorful. I have two blue gouramis and one of them keeps the other in the corner most of the time. I think it's just a dominance thing.
How did you manage to get 3 females? I'd love to have a female but they are impossible to find where I live!! I have 2 dwarf blue males and 2 dwarf sunburst males and they are gorgeous but yes, one of them is definitely the boss. I actually named him Bossy because he is so dominant. I guess the females must act the same as the males then if yours are females.