Maybe order matters?
Already had 3 device pool that originally had the 3 SSD's in a BTRFS 3 way, but slots were empty.
Clicked on first device, changed format to ZFS, 1 group 3 members, applied changes
Assigned 3 devices to the 3 empty slots, confirmed ZFS still was selected
Started array, formatted pool.
I guess to recreate try first setting up a 3 way BTRFS, format it, stop the array, unassign pool slots, start/stop array to commit change, change first pool slot to ZFS, assign disks.