I think the easist way to do three colors for frozen sections is using fluorochrome staining. I prefer the FITC or Alex488 as the green color, PE or Alex555 or 546 as the red color, and Amca or Alex 350 as the blue color.

I'm also using three Alexa fluors (488, 564 and 350) for staining frozen sections. However mounting the slides with vectashield, entallan or MolWiol give a very high backgound in the blue channel. Do you have a beter mounting solution?

Immumount from Thermo Shandon is a good mounting medium.