This fantasy series came out 2005 or prior. It was at least two books, and the author was working on a third. It had 3 distinct story lines in each book, and was written as the idea of it was three parallel universes, or worlds (not sure which, as it didn't reveal much in the second book).
One story-line focused on humans who were used in a type of gladiator arena by 3 dragons - one female two males. The dragons used human warbands for mating rights. The main human character was trying to create a rebellion against the dragons in the second book.
The second world was a goblin kingdom, focusing on a goblin who was a maker, and was making figures resembling other worlds from the book in a weird first-contact kind of way. The book ended with him making 3 dragons from the human world as clockwork toys for the goblin emperor. The clockwork dragons, once turned on, killed the emperor and the toymaker became the new emperor.
The last world, and the one I remember the least about was focused on a fairy world, and the political intrigue of their queen.
What is this fantasy book series?