Keep in mind they are linked via the Absolute. Big things like "Those jerks just sold us out!" and "OMG, I'm dying!" probably get shared between them.
We have quite compelling evidence to suggest that that's not the case, currently. In particular, if you kill Minthara first, neither of the other two go hostile, and can still have conversations with you - they will still reference her as though she's still alive. the same goes for if you kill Gut first; any reference to her from the other two remains as it is - Dror Ragzlin even sends you to speak to her if you say you're sick, completely unaware that she's dead, one room over. So far, direct connections seem to be specifically deliberate actions; they have to choose to connect, and it also seems to require that they be at least close to you, if not looking directly at you.
I do agree with grysqrl; if they want to demonstrate integrated communication between the leaders even over long distance, then they need to show us some supporting evidence of it, to ground it in the world.
