Hi farage,
When you say that one of the ip configured on same lo0 interface doesn't work , what does that mean.
# is it not reachable from other devices.
# The VPN doesn't work which is terminated on the lo0 and has third ip in ike config.
As rtilak has mentioned , please configure local address in the gateway config to use the correct ip out of the three for the ike negotiation. Moreover check if the ike udp 500 packets are received on the egress interface destined to correct loopback ip from the remote ip, and SRX is also sending the correct ip.
The other option to create a VR should not have any issues if anothr lo0 is a part of that VR and routes are properly populated in the VR table .
Regards
Hemant