If the mirrors are made by Donnelly, it is very common for the fluid to leak out of the mirror and the mirror to fail. It is very possible you have 3 bad mirrors.
The compass display gets power from the same pin as the auto-dim, so it does not seem likely that there is a power issue from your vehicle.
Do you actually use the OnStar? If not, you might be better served switching to the 7-pin harness and installing a Gentex mirror. The Gentex mirrors do not have the same issue with the auto-dim failing.