Well, no, Valentine's Day is about the companies that sell cards, sweets, and flowers gouging you for more money than they normally can the rest of the year. :P
Seriously, I think you can make any day be Valentine's Day. We don't NEED a calendar to tell us when to make our loved ones feel appreciated. You could go out with one on the 13th and one on the 15th, if you want to keep it close to the calendar day. Or the 15th and the 16th, if weekend nights work better than mid-week for dates. Maybe do a movie night on the 14th, or arrange a meetup with other friends who don't have Valentine's Day plans, if you feel you absolutely MUST do something that night.
You can do the same with your birthday, if you like, though imo if you want to see BOTH of them on YOUR birthday that's your choice. They can each make separate dates with you near your birthday if they (or you) want to also have a private celebration.
I wouldn't try a threesome for the first time on any sort of "occasion"- a first threesome is enough pressure without adding to it!
Pan Female, Hinge in a V between my mono (straight) husband, Monochrome and my poly (pan) partner, ThatGuyInBlack