Instead of

=QUERY(Data1!A2:C, Data2!A2:C, Data3!A2:C "SELECT * WHERE A "&E3&" '"&F3&"'")

try

=QUERY({Data1!A2:C, Data2!A2:C, Data3!A2:C}, "SELECT * WHERE Col1 "&E3&" '"&F3&"'")

The above because QUERY doesn't allow multiple ranges but it could use an array.

Instead of

=QUERY(Data1!A2:C, Data2!A2:C, Data3!A2:C "SELECT * WHERE A "&E3&" '"&F3&"'")

try

=QUERY({Data1!A2:C; Data2!A2:C; Data3!A2:C}, "SELECT * WHERE Col1 "&E3&" '"&F3&"'")

The above because QUERY doesn't allow multiple ranges but it could use an array.