Something like:

SELECT e.EID FROM #EventLog e

INNER JOIN #LD l

ON e.SourceID = l.TranId

WHERE l.TranID = 1234

AND e.SourceType = 3004

UNION ALL

SELECT e.EID FROM #EventLog e

INNER JOIN #LD l

ON e.SourceID = l.LoanId

WHERE l.TranId = 1234

AND e.SourceType = 3001

UNION ALL

SELECT e.EID FROM #EventLog e

INNER JOIN #PD p

ON e.SourceID = p.PDID

WHERE p.TranID = 1234

AND e.SourceType = 3015

You can try to do it in one query with some outer joins and case statements in the ON clauses, but this way just looks cleaner. You can switch from union all to union if you want to filter out duplicates, and add any fields from #EventLog you want to select.