Unfortunately, SonarQube works only in one job - an old problem for us too. We have integration tests running in a different stage and therefore the test coverage of these tests are not reported.
It’s not your setup, but see e.g. this old topic Provide test results from multiple steps - #3 by milbrandt
The only chance I see is that you have all 3 Sonar-Tasks in each of your jobs where you want to report and open your self-hosted SonarQube instance for trafic from the Microsoft-hosted build agent IP ranges.