Hi Pbaldy,
unfortunately there are quite hefty restrictions on what can't be included in an indexed view an a union is one of them, please see the books online article below for the full list of restrictions.
http://msdn.microsoft.com/en-us/library/ms191432.aspx
just as an extra pointer using all 3 columns would be creating a composite index a clustered index is an entirely different creature, although you could use all 3 columns in a clustered index and you need a clustered index on an indexed view before you can add non clustered index's.
I have included an article on clustered and non clustered index's below that you might find interesting.
http://technet.microsoft.com/en-us/library/ms190457.aspx
Hope this was helpful.
J