Can a substance exist in three states at the same time? Yes. It is called the triple point of a substance. It’s only at a specific pressure and temperature and usually, not ambient conditions.
There’s a nice gif of water boiling at 0 C on the wikipedia article about the triple point: https://en.wikipedia.org/wiki/Triple_point
As for plasma as well as the other three, that’s one I don’t know. Educated guess would be: unlikely for a pure susbtance.
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