-- For the PSTs that are no longer being used.

Remove (Close)
Open and close Outlook Data Files (.pst) - Microsoft Support

This does not delete the PSTs from your computer (you can add them back to Outlook if needed), and Outlook won't let you Remove a PST that is the Default for an email account.

-- For the third file.

If you do File > Info > Account Settings > Account Settings and pick the "Email" tab and the account, it should show you where new mail is delivered and what the default "Send From" account is. What do you see that doesn't look right?