Turning old floor fan into floor floor study light
You can't use diodes on the AC directly because it alternates.
LEDs are DC operated so at some point the AC current is rectified for the LEDs.



simulate this circuit &ndash; Schematic created using CircuitLab
Figure 1. If the lamp has a back-to-back LED arrangement there is no simple solution to your problem.
Note that the circuit of Figure 1 is showing how the daisy-chain through connections are allowing the L and N to run through each lamp but the actual lamps are wired in parallel, not in series.



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Figure 2. If the lamps have an internal rectifier then they will work on DC.
If you have this type of lamp then the following circuit should work.



simulate this circuit
Figure 3. A circuit that will work with lamps featuring an internal bridge rectifier.
Here SW1 switches on LAMP1. SW2 switches on LAMP1 and LAMP2 and SW3 switches on all three. You need to run individual live wires to each lamp.
If your lamps contain a voltage dropping capacitor internally then this idea won't work as it will tend to block the DC.