How to use backward for different layer of different loss function

Yes, just simply do something like

loss_total = loss_1 + loss_2 + loss_3
loss.backward()

In this way, loss_total will update all the parameters.

More specifically, based on your figure, loss_1 will update convs to fc1, loss_2 will update convs to fc2 and loss_3 will update convs.