Multiple lights question
You can't mix supplies like that for numerous reasons.  Top of the list is the rule that currents must be equal in every cable or conduit i.e. cancel each other out/sum to zero.  What goes out on hot comes back on neutral. All of it, no crisscrossing to other cables.    If a cable has are two hots, then counting source current as positive and return as negative, hot1+hot2+neutral=0. 

You should also get clear on the switch logic you actually want.  Often people have trouble describing (specifically enough to write software code for it) what exactly they want. What they want is a butler.  Or if they know exactly, as you do here, they find after living with it that isn't what they wanted after all. 

So the simplest way to do this problem is smart switches such as Insteon or Homekit, which install in a code compliant fashion, and you can program to exactly the behaviors you want.  That is what I recommend.  



But if you want to hardwire it, Commander Adama... 

one option to wire this is to have supply hot/neutral (black/white) come into junction box #1 with a switch.  The switch's 2 terminals get black and red pigtails. (Red=master switched-hot). 

From there you have three cables which are /3 (black red white).  As it works out, things are color coded: white for neutral, black for always-hot, red for master-switched-hot.  The three cables tie into the same colors in junction box 1, and then split, never to rejoin.  Red will be hot in the entire network anytime switch #1 is on.

The first /3 cable goes onto junction box #2. Between that junction box and light #1, 2-wire+ground /2 cable is used, except its black conductor is re-marked with blue tape for individual-lamp switched-hot.   There is also a 3-way switch there.  The two brass screws get black and red from the /3 cable (always-hot and master-switched-hot).  The black common screw gets the blue wire (lamp swithed).   The two neutrals get joined with a wirenut. 

The same thing happens in junction box #3 to lamp 2... And junction box #4 to lamp 3.   Except as described here, boxes 2-4 and lamps 1-3 do not connect to each other in any way whatsoever.

Currents are equal (canceling) in every cable.  

The 3-way switches in boxes 2-4 have 2 positions.  In one position, they connect master-switched-hot to their lamp, yielding to switch #1‘s setting. In the other position, they connect always-hot to their lamp, overriding switch #1.