You are going about this the wrong way, IMHO. You can have all three letters in the same mailmerge main document and use IF fields to determine which one to generate for a given record. No complicated looping etc. is required. As for generating the individual documents, see:
Send Mailmerge Output to Individual Files; and
Run a Mailmerge from Excel, Sending the Output to Individual Files,
in the
Mailmerge Tips and Tricks 'Sticky' thread at the top of the Word mailmerge forum:
https://www.msofficeforums.com/mail-...ps-tricks.html