These 3 words happens in different scenes.
没关系:(formal or not very informal).
when someone do a wrong thing, but it is not influence to you, when he say sorry to you :“对不起", the only answer is "没关系"! Of course, if it is a major accident, such as car accident, you get injured, when the driver say sorry to you, you don't need say anything.
不要紧:(not very formal and informal).
means don't worry about me. (when someone concerned about you)
You get fever in your company, someone worry aout you,"How about you?""Are you OK?" you should say "我不要紧", means I'm OK. or Not very bad, I can continue working.
A borrowed a book from B, and promise to give back in 3 days. but the date delay. after 5 days, A say"I'm so sorry." you shold say:"不要紧" means never mind. sililar to "没关系"
无所谓:(formal and informal)
means "I don't mind something".
A,B,C, three people in a room. A says to B"C is smoking now", B replys"无所谓"means B don't mind.
There are 10 people in my familly. I'm host. I give each one an apple. You get the smallest apple. At this time, if one people say"your apple is the smallest!". you don't want to embrassed the host, so you say无所谓,都一样.means I don't mind bigger or smaller.
But, at this time, If I say "Sorry to give you the smallest one", you should say"不要紧,小的说不定更甜呢。"means you don't mind it is the smallest one. For not embarrased the host, you can say"the smallest one is the sweetest one."