The first one sounds like it might be a continuity book from the way you describe it. I have one such book for the first Silent Mobius movie.
The second is simply labeled "Grafitti Book". Grafitti books are pretty much what you describe as the contents. Character sketches, color images, pieces of lineart, and other little tidbits are pretty much the staple of this tyoe of book.
On the third item, is the flight of Valkyries on the cover of the insert and is the insert a booklet about 8 pages or so? If it is, it sounds like it's the Macross movie program book.