Yes, these all are different words with different meanings. There are some circumstances where all three might work, but that doesn't mean all work in all circumstances.
Whereas is much more formal and is used in things like legal documents and formal proofs. It means the same as "given" or "presuming", and is really little more than a preface to some logical statement: "whereas A is true, we can conclude B".
Whereas can also be used to contrast two statements in much the same way as "but" or "however", in a more formal way: "Whereas A is true in one case, B is true in another"
Whereas the plaintiff was given many warnings about the dangers of his product, he cannot now claim he should bear no responsibility to the defendants who were injured by it.
Although is common and generally means despite or regardless of: "although* A may be true, it is not relevant to B".
Although the plaintiff was given many warnings about the dangers of his product, those dangers are inherent to its use and clearly iterated in the user manual, and the defendants should assume full responsibility for the risk.
While is common and generally means concurrent or included with: "while A may be true, B is also true".
While it is true the use of the product is inherently risky, the issue lies in the plaintiff's faulty design, not the way the product was used.
Again, there is some overlap in many contexts, because each represents similar logic.