How do you wire a multi-gang switch?
Your wiring diagram appears to be correct, assuming that only one switch controls each light.

All neutral wires (white) should be joined together. However, it is possible to have a poor connection when trying to twist four wires together for a wirenut. You might try one of the push-in connectors that grabs each wire separately.



Similarly, all hot leads can be connected. In the case of Insteon, the black wire is hot. The red is load and each of them needs to be seprately connected to the hot lead to the fixture it controls.

The following is the diagram Insteon provides



Double check your connections and consider different connectors.

Finally, check your bulbs to make sure they are compatible with Insteon, especially if you are using dimmer switches. Some bulbs do not dim or need special types of dimmers.