I commend you on using one of H9’s most powerful MIDI capabilities with having the aux switch generate a MIDI command. But the reason it doesn’t work from H9-2 to H9-3 is because there’s no command being generated. H9-2 only receives the command via MIDI from H9-1, but it doesn’t generate a new one to pass it on.
The only solution would be to try splitting the signal from your FS3X to your H9-1 and H9-3. This way, your current programming will work for 1 & 2 but now you’ll also have 3 responding to its aux input as well. Or the second option, which I highly recommend, invest in a more advanced MIDI foot controller that has a MIDI input, so you can use the Keyboard to play with parameters, but have the MIDI switches to control your preset mapping. MIDI Baby 3 from Disater Area comes to mind or the MC6MKII from Morningstar would also be compact and work well giving you a few more options.