I forgot to tell you something
don't separate the files or make a 3 individual archives each one will contain some files that's the biggest mistake you will make
The base of Compressing is collecting similar Data & make it one data so separating data is the worthest decision 'cause the ratio won't be good
use a Separated data only when compressing similar data types
EX:
vedios & exe & dll & media ===> setup1.bin msc+srep+exe+lzma
main data files ======> setup2.bin precomp+srep+lzma
& for nz I don't know why you want to launch 3 nz for 3 files in the same time
you can basically compress the 3 files with nz into one archive then using the same number of threads that you will use to unpack the 3 files at the same time :]