Q: What settings do I need to change so that I only answer mail once, instead of on each device (iPhone, iPad and Macbook)?

Unless your email account is an IMAP email account, there is no way to do what you want to do. POP email actions will not sync across devices and that is the nature of POP. Any action taken in an IMAP email account does sync across all of your devices....sent mail appears as sent mail everywhere, deleting an email deletes it everywhere and so on.

Your account must be a POP account and that will not work with POP.