If you want multiple sites to have a single directory, then you will have to have a site to host it. This is fairly easy to do if you have a CCM server in the mix, but I've never tried it with three individual CMEs.
Alternatively, you could load the directory on each CME with the same data so that it would appear on each system. If there is not a lot of churn in your users, this should be sufficient.
As far as transferring voicemails between CUE integrations, you will need to set up VPIM networking between the sites to get this to work. It has nothing to do with the directory issue.
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Are you getting this error “Installer User Interface Mode Not Supported. The installer cannot run in this UI mode. To specify the interface mode, use the -i command-line option, followed by the UI mode identifier. The value UI mode identifiers...
The below trick might come handy when you have to add a new node to a cluster but you don't have or is unsure of the security password for the publisher. This procedure has been around for ages.
1) Login into the CLI of the Publisher.