I assume that by custom tool in Visual Studio, you refer to the feature accessible through the Properties tool window; to quote the context help, it means "a tool that transforms a file at design time and places the output of that transformation into another file[...]".
Your question could be related to this post as well.
What I would do to work around your issues, would be to build a kind of "shim" for your XML Schema files; basically, create an empty XML Schema file, add two import statements pointing to schema 2 and 3 (in your case - the top level ones) and have that file referenced by your custom tool (instead of the ones you have right now). This way, the custom tool will not give you any issues, since it'll look at your files as a set.