Thanks for thinking creatively about the capability of these boxes!  Cattaneo, these things you want to do should all be possible.  To answer your specific questions:  

Even
with a midi controller, if you can't daisy chain the pedals, you're
screwed. For example, midi controller to TF and then what? If TF won't
send midi to MF, it's game over.

1. 
in reference to your routing issues, you can definitely daisy chain
them.  You'll have one "master" pedal (for now it would be best to use
a PF)  and 2 "slave" pedals.  If you use DIN5 for MIDI cables (the ones
on the side), make sure your master OUTPUT is set to XMT and your slaves are
set to THRU.  You can change b/t XMT and THRU in the system mode under
MIDI / OUTPUT. 

-could
the tap tempo in the TF control the tempo of the other 2 pedals if they
are connected together via midi?

2. 
As of right now, only PF supports MIDI clock out (thats why I said it
should be the master).  Just make sure it is set to transmit MIDI
clock, and that the other two are set to receive MIDI clock.  In this set up, all
you do is tap the tempo into the PF.  Alternatively, if you don't have
a PF, but you have some aux switches, just plug the aux switches into
your master pedal, use an aux switch for tap and set that same aux
switch to send MIDI CC. Then use that same CC on the slave pedals to
control tap. 

 -could the same aux pedal control all three pedals (for tap tempo or bank shifting or bypass).

3.  The answer is yes, but to further clarify you can assign a XMT MIDI CC to any aux switch and assign that RCV MIDI CC to many functions in the pedal including bank shifting or bypass.  All the send sources and receive destinations for MIDI CC are detailed in the manual.  

-can
you get all 3 pedals to change presets simultaneously by pressing on
only one pedal? Change preset on the TF and then the MF and PF will
follow? That way, it seems it would be ok to have all three pedals
without a midi controller.

4.  Yes this is also possible, and in more than one way.  I think the best way to do the group preset changing thing is to use
the XMT map on the master pedal and the RCV map on the slaves.  The Map sends MIDI program change data whenever a preset is changed, like for 1:2 to 2:1.  The default factory settings directly map preset banks from the master to slave (so 1:1 on the master is 1:1 on slave, 1:2 is 1:2, etc), just make sure you turn XMT map ON on the master.  Of course you can do any mapping you like, like 1:1 to 9:1, etc.  The other way to do this would be to assign MIDI CC XMTs and RCVs from/to bank changes.Yes, you can definitely do this using the MIDI CCs, the exp pedal is one of the options. 

 -can you have one expression pedal control settings in all three units
at the same time?I would probably want to have three independant exp
pedals anyway, but it might be fun to have one exp pedal control all
three units altogether.

Yes, you can definitely do this using the MIDI CCs, the exp pedal is one of the options that can either send (the master) or receive (the slave) MIDI CC.  

Hope this helps.  The manuals will have more specifics on how to set this stuff up, but, as always, if you have some specific questions, don't hestitate to ask them here.