You have three Scrum Teams working on the same product using the Nexus Framework.
According to the Nexus Guide, one part of the Nexus Retrospective is that it "consists of each Scrum Team holding their own Sprint Retrospective as described in the Scrum framework." According to the Scrum Guide "the Sprint Retrospective is an opportunity for the Scrum Team to inspect itself and create a plan for improvements to be enacted during the next Sprint." and "The Scrum Team consists of a Product Owner, the Development Team, and a Scrum Master."