I downloaded A Love of Thunder font from dafont (a website where you can fin a lot of free fonts) and did a quick test. I imported it to may font manager (FontExplorer Pro) and read the informations: embedding and print non authorized. I suspect you have the same problem with the 2 others.
The font A Love Of Thunder is free for non-commercial use only ("(A) used by a person, not an organization (B) used only for the enjoyment of the user and those personally known to the user (C) used in a way that neither directly nor indirectly involves commerce.").. But that still doesn't mean that its license allows embedding. You might need to buy a license for that. The Cumberland Fontworks: Fonts for Gamers
Note that many "free fonts" sites don't bother to explain licenses properly. But ALL FONTS, even free ones, are covered by licenses.