I actually tried that a little while ago, albeit with all-green coaches. The lights on the two 205 coaches worked fine, but the 4CEP coach's lights only worked in one direction. The 4CEP is wired differently to the 2EPB, in that you can separately turn on headcodes and interior lights with F0 and F1, whereas with the 2EPB and 205 they work together with F0, although you do have a switch on the underside of the 205 to turn off the interior lights so that only the headcodes operate.
Despite the mismatch in the coach design, a 3-car unit looked so much better!