I'm not 100% sure what you have or are trying to do!
It sounds like you have a sky dish with 2 outputs, and actually need more than 2 outputs?
You are correct in that you can not split a satellite cable, I don't know why, but apparently you can't.
The easiest solution from what I can see is to change the dual LNB to a Quad one, that way you can feed all 3 directly and have one spare for another tv if needed.
Quad LNB's cost about £10 and easy enough to change.