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I have two independent claims and they have multiple dependent claims.

I have a third independent claim.

Can this third independent claim refer to independent claim 1 and 2?

Example:

Independent claim 1
    Dependent claim 1 of Independent claim 1
    Dependent claim 2 of Independent claim 1
    Dependent claim n of Independent claim 1

Independent claim 2
    Dependent claim 1 of Independent claim 2
    Dependent claim 2 of Independent claim 2
    Dependent claim n of Independent claim 2

Independent claim 3
    Some functionality of claim 3
    Wherein Some functionality of claim 3, contains functionality of Independent claim 1 and Independent claim 2
2

You probably know this, but for other's education these are called "multiple dependent claims". How they are used depends greatly on the national office where you are applying for your patent. In certain national offices this is okay. In others it isn't. Each one has their own rules governing how claims need to be drafted, which elements to include / exclude, etc. therefore you should likely find counsel that is aware of the individual office.

The USPTO offers guidelines for PCT applications here at 6.4

In the US there are a few guidelines you may reference. You will again need to check with counsel to check with current rules such as here at 7.45 it provides examples of acceptable and unacceptable claims for the USPTO.

A.Acceptable Multiple Dependent Claim Wording

Claim 5. A gadget according to claims 3 or 4, further comprising ---

Claim 5. A gadget as in any one of the preceding claims, in which ---

Claim 5. A gadget as in any one of claims 1, 2, and 3, in which ---

Claim 3. A gadget as in either claim 1 or claim 2, further comprising ---

Claim 4. A gadget as in claim 2 or 3, further comprising ---

Claim 16. A gadget as in claims 1, 7, 12, or 15, further comprising ---

Claim 5. A gadget as in any of the preceding claims, in which ---

Claim 8. A gadget as in one of claims 4-7, in which ---

Claim 5. A gadget as in any preceding claim, in which ---

Claim 10. A gadget as in any of claims 1-3 or 7-9, in which ---

Claim 11. A gadget as in any one of claims 1, 2, or 7-10 inclusive, in which ---

B.Unacceptable Multiple Dependent Claim Wording

1.Claim Does Not Refer Back in the Alternative Only

Claim 5. A gadget according to claim 3 and 4, further comprising ---

Claim 9. A gadget according to claims 1-3, in which ---

Claim 9. A gadget as in claims 1 or 2 and 7 or 8, which ---

Claim 6. A gadget as in the preceding claims in which ---

Claim 6. A gadget as in claims 1, 2, 3, 4 and/or 5, in which ---

Claim 10. A gadget as in claims 1-3 or 7-9, in which ---

2.Claim Does Not Refer to a Preceding Claim

Claim 3. A gadget as in any of the following claims, in which ---

Claim 5. A gadget as in either claim 6 or claim 8, in which ---

3.Reference to Two Sets of Claims to Different Features

Claim 9. A gadget as in claim 1 or 4 made by the process of claims 5, 6, 7, or 8, in which ---

4.Reference Back to Another Multiple Dependent Claim

Claim 8. A gadget as in claim 5 (claim 5 is a multiple dependent claim) or claim 7, in which ---

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