The distinctions between these phrases may be somewhat colloquial and/or what I'll call "teen-speak" but at least in the US they tend to be used for decidedly different purposes and are not interchangeable in those contexts.
"To my face" is used to mean "in my presence"
For example someone could say:
She'll say that when I'm not around, I'd like to hear her say that to my face!
(...say that while we're looking each other in the eye)
"In my face" is used when someone is confronting you, arguing with you, or pointing out that they believe you have done something wrong.
I can't believe my mom "got all in my face" just because I forgot to take out the trash
(...my mom was yelling at me [perhaps even with her face just inches from mine])
The baseball team manager was so upset by the umpire's call that he got right in his face and was yelling at the top of his lungs.
(...the manager was literally nose to nose with the ump telling him exactly what he thought of the call)
at my face has no special connotations
He pointed a gun at my face - probably means the bullet would hit my face if it were fired, while if the gun barrel were just a few inches from my face, I'd be more likely to say, "*He had his gun in my face"
So having said all that, the first two of your sentences might likely be heard from a native speaker in the right situation.
The third statement would probably never be.