Our youngest is the baby, she is three now and hates being called the baby. The older two keep teasing her and she is mimicking them. How can I get it across to the other two that they need to stop teasing her?
It sounds like you need to sit them down and tell them that from here on out there will be consequences if you catch them teasing the youngest one. Kids will keep repeating bad behavior until boundaries are enforced.
I think Clive stated it perfectly but you should also mention that it hurts the youngest's feelings when they tease her for being the baby. They wouldn't want to be teased.