1. A warning sign ‘Overheat’ (A) may come on, (B) in the case turn off (C) the appliance (D) at once.
Correction: in the case turn off (C) -> in which case, turn off (C)

2. This is the car (A) which its engine (B) uses only 4 liters (C) of petrol (D) per 100 kilometers.
Correction: which its engine (B) -> whose engine (B)

3. Kettledrums, (A) what were first (B) played on horseback, (C) were incorporated (D) into the orchestra in the eighteenth century.
Correction: Kettledrums, (A) -> Kettledrums (A)
Explanation: The comma after "Kettledrums" is unnecessary.