Well, now, did all three of you sit down and discuss your expectations, needs, and boundaries before you moved in? If not, do it now.
Do you know what your personal boundaries are? if not, figure them out!
If I were you I would clearly state that, for this to work, you want dates and private times with each of them separately as well as together, and that there needs to be a set schedule for that. No cancelling unless there's an emergency. Tell them that you're already feeling swept aside because there isn't a structure to support developing each relationship in a healthy way.
Speak up for yourself before it becomes a mess. I would also consider inviting them here to read your thread and take part in the discussion so everyone's views get expressed and considered when other members here offer advice.