Sorry for my poor English first
I try to connect the three worlds on the server,and it works
But there is a problem
The connection between the two worlds is still bedrock
Is there a way to connect the two worlds before generating the map
Or replace the bedrock by setting?

You need to firstly create a dimension stack world on client and then copy the world to the server

https://github.com/qouteall/ImmersivePortalsMod/wiki/Dimension-Stack

(Note that the ipDimensionStack gamerule only exists in 1.16)

Bedrock will still generate, even after loading the world locally then moving to the server.