Can multiple cetacean species communicate?
Do dogs and humans communicate? What about cats and dogs? I think defining "communicate" is the real question here. 

This 2012 study claims to show "the first experimental evidence that the interception of heterospecific vocalizations can mediate interactions between different cetacean species in previously unrecognized ways". In other word, one species is recognizing and responding to the vocalizations of another.

This article points out that "...false killer whales and bottlenose dolphins choose to spend time with specific members of the other species rather than randomly mixing or engaging in brief opportunistic encounters" How could this occur without some form of "communication"? I'd argue it couldn't,