Meanwhile, a 63-year-old man was arrested and charged with a hate crime.
The three were later released and reports were submitted to the procurator fiscal.
Enquiries are ongoing, and police say evidence is being reviewed, with further action expected.
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Chief superintendent David Robertson said: “While these protests were conducted peacefully and largely without incident, there were a number of offences identified relating to the Terrorism Act.
“Substantial evidence of these offences was gathered, which will form the basis of a post incident investigation.
“Police Scotland is a rights-based organisation and our role is to ensure public safety while balancing the rights of protesters who wish to peacefully demonstrate.
“Policing in Scotland has strong relationships with the public and we are grateful for the ongoing support of our communities.”