first one is in the first stage but you need the stone magic to get through

she is located in level 2-2 the Death Castle...when you get to the point you fight the brain looking thing and the electric flying dragon shes at the very top left corner in which you would need the angel armour to get to her....

the third witch is located in 3-2 the Sea of Death...in the beginning right after when you p***ed up the moving platforms where the grabbing hands are go up to the top...then you would find the moving spikes that goes up and down....use the dragon shield to get to the far left ...shes right there...