All are deadly in their own way. If you were a patient with these problems, you would certainly want to control all of them. I don't think you could categorize one as more dangerous than the other. They all do their damage, and some of them have some cross-activity.
All are life threatening, especially if untreated. The Diabetes would probably kill you the quickest if you left it untreated. High blood pressure and high cholesterol will eventually get you and probably have a more sudden death.