Those 3 lists I got, and I want that the comparer sorts all the items from all lists together, instead of sorting them per each list...
I strongly recommend that instead of maintaining three separate lists, you create one list with a type which contains all three items. Then you can sort the single list, and it's likely to be easier to work with the related items anyway. Whenever you have multiple collections which are all kept in sync, consider creating a type to encapsulate all the related items, so you can then create a single collection of that type. You'll save yourself a lot of headaches.