Solved! Go to Solution.
The proposed solution worked well in 2019 and for just three columns but in case anyone stumbles across this now, I would like to point out there is a better way that probably wasn't available in 2019
The DAX "COMBINEVALUES" function joins text using a delimiter.
COMBINEVALUES("-",Column1, Column2, Column2)
and this can be used for many more columns as well
Note that the delimiter cannot be a blank or empty string so if you don't want to join your values with a delimiter, then just use one that will definitely not be in the columns and then substitute it afterwards (e.g. "~" or similar).
SUBSTITUTE( COMBINEVALUES("~", Column1, Column2, Column3 ), "~","" )