The three attacking creatures don't have to be attacking the same player, planeswalker, or battle.

Once a battalion ability has triggered, it doesn't matter how many creatures are still attacking when that ability resolves.

The effects of battalion abilities vary from card to card. Read each card carefully.

If the target permanent or player is an illegal target when Firemane Avenger's battalion ability tries to resolve, the ability won't resolve and none of its effects will happen. You won't gain life.

If Firemane Avenger's battalion ability resolves but some or all of the damage is prevented, you'll still gain 3 life.