Yes, you can. But, you can only render one camera angle from Unreal at a time, so it only applies to actual camera feeds and not the final composite with Unreal. 

What I mean is how can I record these three outputs as video at the same time

We can do it this way, but my question is how to do it With Unreal .

Hi,

If you want to simultaneously render 3 different camera perspectives with Unreal, then you will need 3 machines in a multi-machine setup like this: https://aximmetry.com/learn/virtual-production-workflow/preparation-of-the-production-environment-phase-i/multi-machine-environment/multi-machine-setup/ 
But for example, if you don't need to render it simultaneously like you will need the different perspectives after the show. Then you can record the camera inputs under the show and render the different camera perspectives one by one in post-production. You can do this rendering in any graphical quality for example in 8k resolution, as it is possible to do these post-production renderings in non-real-time.

Warmest regards,