Not sure if this is an answer to your question... but tankless heaters often have remote temp controls... as in you set your heater temp at the bathroom remote to 105 and just run hot water in the shower or tub.

"Is it possible to set this up with 1 thermostat, 1 volume and some sort of 3 way diverter? !"

Yes. A shower valve and a diverter that handles three outputs separately.

You're talking about a shower valve with two controls, one for temp and one for pressure . Some are the old style one arm where you twist for temp and the handle pivots up and down for pressure. Others have two handles on the unit (this is what I have).

On some of the units with two handles, the second is a built in diverter, not a pressure or temp. control. Shop carefully.

An alternative would be a thermostat and just three separate volume controls, one for each head. That's what we have.

Have a look at the Grohe 19825. This is a single unit with one lever for the temperature and one lever for the tub/shower.
You push the lever in one direct for the tub and the other direction for the shower. This also eliminates the need fro a diverter on the tub spout.

I installed it a year ago and have been perfectly happy.