Well first of all mephisto and baal were killed in sanctuary and sent back to the abyss. Azmodan and belial were not killed but were residing in Hell. Once the worldstone was destroyed sanctuary was reveiled to Hell and Heaven with a free ticket to invade the realm. Making it able for Azmodan and Belial to enter sanctuary.
Mephisto might be the oldest and most intelligent. Diablo is the smarter and more creative evil afaik.
My guess would be that the link between him and leah makes it able for him to return. Afterall it was Aiden (possessed) that conceived a child with Adria.
Willingly or not, I think that Mephisto, baal and the lesser evils have already merged with diablo before he entered sanctuary again. (tho i might have missed some spoilers explaining this situation as im not voulantarily trying to read the complete story) This because he shares many features of the prime and lesser evils from d2.
I guess he needs Azmodan and Belial to complete the 'transformation' to Tathamet.
I think they (and all the lesser evils including the ones from this game) are part of him when he returns as the prime evil. We obtain the Black Soulstone from Zoltun Kulle in Act 2, so maybe it's used to trap Belial after his death and then Azmodan? Adria betrays us shortly after Azmodan's death so I'm guessing she only used the player character to get the two lessers imprisoned in it.
there was something I think metzen said about not leaving the other two lesser lying around and so It can prob be assumed that adria collected them with the black soul stone and that is how those two were captured
Diablo betrayed them all. It was his plan all the time, since the great exile - fuse all of the evils, prime or otherwise, into himself. He succeeds in doing just that via the black soulstone. The Diablo you see in D3 is not Diablo, it's as Tyrael puts it himself, the Prime Evil.