Yeah I think the card is probably faulty as 3 P400's in the system shouldnt cause any issues.
The only other thing i can think of is some HP firmware block is the issue, as going by HP's rules with 2 drive bays fitted there is no need for a 3rd P400 card. Possibly it only allows up to 2 internal only SmartArray's & any others must be external capable such as a P411, P800 etc.
Unlikely I know but it's prorietary HP stuff so you never know.
Cheers
Mark