You are right in basic.
Make a device combining each component - UART.
And you don't need to worry about Endpoint 0. The protocol is well defined to share the endpoint 0 between interfaces (channels).

The CDC spec defines Union Function Descriptor, which groups interfaces, instead of composite device. The spec expects this structure, for multi-channel configuration, such as ISDN (2B+D).

  Communication Class Interface (0)    --- parent interface
    Union Function Descriptor (0)

    Communication Class Interface (1)    --- UART 1
      Union Function Descriptor (1)
      Data Class Interface (1)

    Communication Class Interface (2)    --- UART 2
      Union Function Descriptor (2)
      Data Class Interface (2)

    Communication Class Interface (3)    --- UART 3
      Union Function Descriptor (3)
      Data Class Interface (3)
    ...

However, Windows device driver, usbser.sys, doesn't accept this structure.
It makes things difficult that MS have not opened almost any document about usbser.sys.

Of course, when we write a custom device driver, it can. But the device driver development for Windows is a nightmare.

Tsuneo