Boards do not belong to, or contain, projects. They select for a set of issues to work with on the board.
So, to create your board, start by running a search like "Project in (ABC, DEF, GHI)", save it as a filter, and then create a board from that filter.
Yes, that looks fine, although you could shorten it to
Project in (AAA, BBB, ccc)
if you wanted.
But that's not important now, we're looking for non-existent issues. What type of board have you created? When you look in the backlog part of the board, are your issues there? Do you have any unmapped status when you go to Board Config -> Columns?
I have created 3 team managed boards that are already currently running in sprints, 3 of boards have the same columns, with issues in backlog. No unmapped status in Board Config.
Have tried to configure the filter with the above and unable to merge the 3.
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