So I need help with this three:

I'm not the best with team set ups but these are some things I've learned/heard

I'm assuming your Shadow pet, Nitro, is your tank, so you want to have them in the first slot. Your proficiency points are looking ok (personally I would put 2 on int as then you can do more damage that would lead to more leeching, but I don't know if it's worth resetting the points). Depending on what your base stats for the health is and if you're having trouble with your tank taking hits, adding 1 point to the health is good too, but better to use the points elsewhere if possible. The time of gear you want for them as a tank would be int and agility boosts that do magical damage (reaver gear).

Your fire pet, Black Rainbow, is the dps. The proficiency points on the health would be better spent on dexterity (3 int and 2 dex), as your dps is used for damage specifically. You'd want to put gear on that raises int and dex that does magical damage (pyro gear)

The light pet, PJ Jack, is the healer. Your proficiency points are in great spots for the healer. The gear you use can vary based on your fighting style. The typical light gear is lightbringer gear, but for some people (including me), they prefer to put pyro gear on the healer as it increases the damage and crit chance, which leads to more healing. But the lightbringer gear (if I understand correctly) focuses more on increasing the int and agility, so your pet can attack and heal sooner.

For an order, you definitely want to have your tank in the first spot since the first spot is attacked most frequently (this will make it so you don't have to use taunt as much and takes away damage from the other two). Personally, I put my dps in second and my healer in last, but others will switch them. Neither should make a big difference unless there's a huge health gap. The most important thing is to have your tank in first