Does the group need a name? How are they being referenced? If it's a bardic song, it's a good bet they're just The Three, or the Three Brave Souls, or Those Three Heroes True, or the Brave Trio, etc.
If it's historical, the reference is likely to be more formal: The three heroes who battled evil blah blah blah, or three people of ancient legend, or something like that. If it's a contemporary reference, it's like to be more down to earth ("Them three what fought that nasty god and his wicked clerics!") and if it's an oral history, then names like The Trinity, the Blessed Three, and things like that would be more appropriate. Think about the delivery. Is it a tailormade reference for the heroes alone, or was it written in a volume of ancient lore?