You should design your process in such a way that it processes the effects of only one tables' changes at a time. So if your DWH table is the result of joining 3 tables, you should have 3 separate 'feeds', each processing only the changes from one of these source tables.

For example, your Production.ProductSubcategory and Production.ProductCategory are likely to have very little changes. Chances are that they will not have changed within the last 3 days (the default retention period for cdc) at the time a new product is created. i.e. If you do an inner join between the 3 function's results, you'll likely end up with an empty result set: the cdc.fn_cdc_get_net_changes...() functions only return latest changes, not the entire source table's contents. If you split up each table's changes into 3 separate 'feeds', each of these feeds must reflect the effect on the DWH table of the changes made in the one source table.