SELECT user_id
FROM my_table
NATURAL JOIN (SELECT 1 day_number UNION ALL SELECT 2 UNION ALL SELECT 3) days
JOIN (SELECT MAKETIME(14,0,0) start, MAKETIME(16,0,0) end) times
ON my_table.start <= times.start
AND my_table.end >= times.end
GROUP BY user_id
HAVING COUNT(DISTINCT my_table.day_number) = 3 -- number of days in range
See it on sqlfiddle.