Ok, I would focus on the older two for now - especially the 3 yo should be able to be taught to lay and fall asleep without you there if you focus on it for a bit.
1. Do you have a consistent nighttime routine?
2. Have you considered posting 2-3 'nighttime rules' that you go over during the day and then institute at night?
3. I would tell them about the change - you cannot lay down with them until they fall asleep anymore, but you will cuddle for a few minutes (set a timer - they get as many minutes as years they are old, for example - my 3 year old is all about 'i need 3 (of whatever) because I'm 3 years old!!!!' and would be ok with that.
4. The first week you will have to do a lot of boundary setting where you walk them back to bed and retuck them in with minimal talking/lights/fuss. But as you're consistent then they will follow the routine.
5. Are both 2 yo and 3 yo still napping? When do they wake up from naps? I would make sure they wake up NO LATER than 5-6 hours before bedtime otherwise they'll have trouble falling asleep (that is a pretty consistent interval for little oneS).
6. Don't worry about the baby now - you can teach her to fall asleep on her own when she's older. I think if the burden of the older ones is reduced you'll be able to be more ok with the baby's needs. Though you can totally try the No Cry Sleep Solution with her if you'd like
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