We have UK, CA, and AU domains for many years and Google starts to rank our UK domain for brand name search on Google CA & AU since late May. When inspecting urls in GSC, we found that Google chose canonicals cross domains for a lot of our pages, e.g.

https://www.zazzle.com.au/ (Google-selected canonical: https://www.zazzle.co.uk/)

https://www.zazzle.co.uk/c/business+cards (Google-selected canonical: https://www.zazzle.com.au/c/business+cards)

GSC country setting, hreflang tags, canonical urls, sitemaps, etc., all look correct on each domain. The content is also different.

We couldn't understand why Google is mixing the three domains and we also don't see the same issue for our NZ domain. Any help would be appreciated.