Complex event creation
Welcome to CiviCRM SE!

If I understand your scenario correctly there  are three time slots and you want participants to choose a session in each one. You can accomplish this with a single price set and a price field for each time slot using radio buttons for the line items (session options). You can set Max Participants for each line item. Once that is reached the line item option will become unavailable. 

The Extended Reports extension has a line item report which is handy for getting counts per session.

Hope this helps.