When does the Legend Rule take place?
The Legendary rule is one of the state-based actions which are performed at several points in a turn. 


  704.3. Whenever a player would get priority (see rule 116, "Timing and Priority"), the game checks for any of the listed conditions for
  state-based actions, then performs all applicable state-based actions
  simultaneously as a single event.


State-based actions are also what kills created with non-positive toughness.

During the resolving of a spell, state-based actions are not performed. So when the copy of Elesh Norn enters the battlefield, there are temporarily two of them, and your creatures have -4/-4. The 3/3 creatures will temporarily be -1/-1.

Then state-based actions are performed, and those creatures and all but one of those Elesh Norns are killed simultaneously. From that moment, your remaining creatures have -2/-2.


  704.4. Unlike triggered abilities, state-based actions pay no attention to what happens during the resolution of a spell or ability.