You can use the append board button. It is in the top left side of the screen. It goes hand in hand with schematic sheets. But a good workflow helps in preventing errors.
I recommend reading this post of mine. It explains in great detail how I append boards.
You may want to re-annotate your 3 projects beforehand to avoid annotation overlaps. But it could also be solved after the merge.
About that error. I have it too alot, but this error occurs when I copy paste a mounting hole of which I deleted the silk REF text. IMO it is a huge payne, and I for one could live without this particular error. But I suppose it exists for an important reason.
Kind regards,
Bas