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The state Criminal Investigation Department (CID) is probing the killing of communist leader Pansare while the central agency is probing the killing of Dabholkar, a well-known anti-superstition activist.
The trio - Sachin Andure, Amit Baddi and Ganesh Miskin - was lodged in jails in Mumbai and Pune under judicial custody in different cases.
HC cleared the screening of the film after the Centre refused permission saying it could create law and order issues.
Kalaskar, 25, was arrested by the Maharashtra ATS after the famous arms haul case in Nalasopara, last year, and was named as one of the two shooters who gunned down rationalist Narendra Dabholkar in Pune in August 2013.
The court, after perusing the status report of the Karnataka Police, said there appears to be a link between the murders of Gauri Lankesh and M M Kalburgi.