J.M.
If they have their own rooms, I think you should start putting them to bed there. If they come out, calmly but without interaction take them back to bed. You may have to do this over and over for the first few nights but eventually when they realize that you are NOT getting upset and you are NOT going to play or lay down with them, they will go to sleep. As far as the baby now is a great time to introduce a bedtime routine. You can use the same routine for all 3 kids if you want--that would be even easier on you. If you get them into a better nighttime routine that will probably help with the 2-year-old's late nap, too--he might be tired earlier and that nap can shift to earlier in the day. Good luck--it is tough being sleep deprived!