1. The clearest information about the identities of the Holy Spirit is provided by the Lord Jesus in His Revelation:
Rev 1:4 John to the seven churches which are in Asia: Grace be unto you, and peace, from him which is, and which was, and which is to come; and from the seven Spirits which are before his throne;
Rev 3:1 And unto the angel of the church in Sardis write; These things saith he that hath the seven Spirits of God, and the seven stars; I know thy works, that thou hast a name that thou livest, and art dead.
Rev 4:5 And out of the throne proceeded lightnings and thunderings and voices: and there were seven lamps of fire burning before the throne, which are the seven Spirits of God.
There are 7 Spirits of God - this is the Holy Spirit. The Holy Spirit is before the throne and does not sit on the throne of God - that is where only Almighty God the Father sits.
2. Regarding the Lord Jesus, the scriptures are also very clear:
Eph 4:5 One Lord, one faith, one baptism,
Eph 4:6 One God and Father of all, who is above all, and through all, and in you all.
1Ti 2:5 For there is one God, and one mediator between God and men, the man Christ Jesus;
1Co 8:6 But to us there is but one God, the Father, of whom are all things, and we in him; and one Lord Jesus Christ, by whom are all things, and we by him.
Joh 14:28 Ye have heard how I said unto you, I go away, and come again unto you. If ye loved me, ye would rejoice, because I said, I go unto the Father: for my Father is greater than I.
Rev 3:14 And unto the angel of the church of the Laodiceans write; These things saith the Amen, the faithful and true witness, the beginning of the creation of God;
Jesus is the Lord. We may also call Him the Lord God. But He is not the same individual as the Father, even though they are as one. The Father is God Almighty - the One and Only God. The Holy Spirit are the 7 Spirits of God. The Lord Jesus as a man was begotten by Almighty God. But before that the Lord's spiritual person was also begotten as the beginning of the creation of God (Rev 3:14) - that is why He is called the Son of God.
There is only one Almighty God - the Father. The Trinity is a post-Constantine's Councils of Nicea concept - it is not from the Bible. There were 3 Nicene Creeds - the first Nicene Creed (325 AD) did not mention a trinity - it was politically negotiated later to be part of the later creeds (381 AD).
If you don't believe me, see the comparison between the first and third creeds at:
in Jesus' Name,