The error seems to originate from your connection setup. I suggest to review it and an make sure that the connection list is OK. I have used PyFMI to connect more than three FMUs with no issues (I may have used a different version compared to yours though).

I also suggest to try testing the setup with three very simple FMUs and see if things will work first. If the issue persists, I suggest to post it at https://github.com/modelon-community/PyFMI/issues.