Context path conditions
Create 3 different contexts, in each context add path condition and set the paths as follow:

First Context: 

checkout/*
~checkout/*/review
~checkout/*/complete


Second Context: 

~checkout/*
checkout/*/review
~checkout/*/complete


Third Context: 

~checkout/*
~checkout/*/review
checkout/*/complete


According to Context documentation ~ character (tilde) can be used to exclude one or more paths.