As long as all three devices have the email account setup as an Exchange account (as opposed to a POP3 or IMAP account) a deleted message should be removed from all devices.
There are a few caveats to this:
• The Exchange server administrator may have the server set to keep deleted messages for a set period of time, even after you delete it from your Deleted Items folder.
• Some devices and mail applications may not notify the server that a message has been permanently deleted by the user depending on how the application was configured. Consult the settings page in your mail application for that specific account go see if there are any options mentioning this.
As for your last question, it depends on two things:
1) How much time there was between when you deleted the message from your inbox and when you deleted it from your Deleted Items folder.
2) How often your devices are set up to synchronize themselves with the Exchange server.
If you delete the message on one device from both folders within a few seconds, the server will note that permanent deletion was the final action applied to that message and inform the other devices to permanently delete the message from whatever folder it's in the next time they check in with the server.
you said that Some devices and mail applications may not notify the server that a message has been permanently remove dby the user depending on how the application was confiured ... so that if the messag is deleted frm the devie it does not tell the serv which does noit remov messag theen?... – heineman – 2015-09-03T09:25:33.147
Correct. Most modern devices will tell the Exchange server when a message was deleted from the Deleted Items folder after which the Exchange server performs the same action on its side. The only case in which this wouldn't happen is if the client is configured to leave messages on the server untouched. – int_541 – 2016-02-06T03:45:31.127