Hi Toma and welcome to the forum!
I'm not sure I'm totally understanding your problem. I'm not following what works and doesn't work when the Quad Phase is plugged in or not. Either way, I have a few suggestions you can try. First of all, are you using proper DMX cable or just generic microphone cable? Even though mic cables physically work there is a difference between the two. I'm not familiar with the units you're using but if they don't have a self-termination function, be sure to use a terminator on your last fixture in the line.
Some things you can try:
-Switch the order of the lights and see if the same problem tracks through.
-Change out your cables. If there's a bad one in there it could possibly cause this problem.
-If you have a DMX tester, plug it in to various points along the DMX chain and see what it says.
Like I said, I've never used these specific units but I have used other units that when unplugged cause all the other lights past them in the chain to go nuts. If that's the case, just tie it/them in last or use a DMX splitter. With three lights though that doesn't give you a lot of wiggle room!
Hope this helps!