You only need one Microsoft 365 audit retention policy to cover CopilotInteraction, ComplianceDLPEndpoint, and AzureActiveDirectory for three years, as a single policy can be configured with a three-year duration to apply to all specified record types. However, this requires having a Microsoft 365 Enterprise E5 subscription and a 10-Year Audit Log Retention add-on license to meet the three-year retention requirement.
Reference:
https://learn.microsoft.com/en-us/purview/audit-log-retention-policies