I don't think you will need a state machine for this case. Why not just hook up all interrupts accordingly and just forward anything received from one devivce to the other(s)?
You may want to include a TX (ring-)buffer to accomodate for different speeds of each UART and then just have a RX-ISR write the data received to the appropriate TX buffer(s), from where it will then be consumed by the other UARTs' UDRE-ISRs.