Is your stored procedure producing 3 result sets with one call, or do you call the sp 3 times with different parameters to produce the 3 result sets?

Note that SSRS is only smart enough to see the column names and types of the FIRST result set returned. If the sp is parameter driven and conditionally produces different result sets, SSRS will not automatically build the correct field. You'll need to delete what it autogenerates and manually add your own.