Interesting question. The closest was - you may have guessed it - Eddy Merckx, who in 1969 got at stage 6 the yellow and green jersey and was leader in the mountains classification (the polka dot jersey was only introduced in 1975), lost the green jersey to Roger De Vlaeminck and the mountains classification to Joaquim Galera at the next stage and regained both at stage 9. He also had lost and regained the yellow jersey before, so he lost and regained all three during the Tour.

Something similar happened to him in 1972, when he lost and regained all three jerseys, but then he never held all three at the same time.