If I misunderstood you and you don't need three seperate expressions, then this one will capture all three items in a capturing group:
dl%2F(.+)%2F(.+)%2F(.+)
If there really is a need for three seperate expressions, then you may use them like
dl%2F(.+)%2F
dl%2F.+%2F(.+)%2F
dl%2F.+%2F.+%2F(.+)
or
.*%2F(.+?)$
(Note:$
marks the end of the input)