Quoting Chronos Omega
So to clarify, they're "the Destroyer's Three" as in "the three that belong to the destroyer", not as in "the three who destroy", right?
"The Destroyer" is just a cryptic title for Thanatos. The three were created by him, and are sometimes referenced to as his "children", who belong to him. So yes, they do belong to The Destroyer, i.e. Thanatos. Hope this explains things ;)