You are doing something wrong.
I also found that all 3 individual objects didn't had Object appplied Location and Scale , that can make problems also.
Here is something that should work :
Import the model FBX in BLender and follow these steps :
And import the FBX file in LE3 , that's it.
If you need 3 separate objects, just delete each time two objects and apply Location/scale to the last one and just export it as FBX.
And import in LE3 the 3 Fbx files of individual objects.
LE3 is very stable with models exported from Blender FBX export.
If it doesn't work , you are doing something wrong , or your computer is possessed by a ghost