I would suggest you head back through the entire setup. Check that all FCP target ports are properly zoned to each initiator. You've already gotten the MPIO DSM installed and should make sure the FCP Host Utils are also installed. There are important disk timeout and HBA settings the Host Utils take care of so you don't have to set them manually. I would then make sure that the igroup on the array has all the initiator WWPNs listed if you have more than one HBA port on the Win host assigned to LUN access. I would imagine the issue is still somewhere in zoning if you are seeing 3 paths.....maybe one initiator is not included in a zone to the target array?
Current DSM does all necessary settings so host utilities are not required for it (IIRC they actually skip settings if DSM is detected). From DSM release notes:
The Windows Host Utilities are no longer required. The Windows Host Utilities components that enable you to configure Hyper-V systems (mbralign.exe and LinuxGuestConfig.iso) are now included with the DSM. While no longer required, installing the Windows Host Utilities on the same host as the DSM is still supported.