Two of them separated while drilling, one of them blew out while squaring up the blank to the tube.
All of this may be obvious or common sense but I'll throw it out there:
Drilling- The joint itself is weak by nature (end grain), but once the tube is glued in, it is pretty well supported. Make sure
the blank is supported at the joint during drilling. Some will glue popsicle sticks to the blank. They easily turn off on the lathe.
Slow your drilling down and back the bit out frequently to remove chips.
Squaring- I typically use a disc sander to square up my segmented pens. Pen mill can still put some torque on the blank, and if the tube
is not "completely" glued in, separation can still happen. I have started using polyurethane glue for tubes. Epoxy as a 2nd choice. I never glue in tubes with CA.
Sharp bits and allowing glue to cure are also key.
Explore around in this group and you can usually find an answer/opinion on any problems you might have.
Welcome
Mike