The first example is a simple saw wave. It has some compression on it to give it a punchy attack, and lots of effects like reverb and delay, but it's not really filtered much. The timbre changing at :44 is because of a band-reject (or "notch") filter with an automated cutoff. At 1:26, it's a different synth entirely. The new synth is actually a LOT of saw waves, maybe somewhere between 6 and 11, layered together in unison. They are VERY VERY slightly detuned (~0.5 to 1.5 cents) and have a very fast LFO applied to the coarse tuning, with minimal depth.
:33 is a classic supersaw. It consists of lots of layered saw waves (unison), except these are detuned much more, more like 20-30 cents. At :33, the sound is heavily filtered with a lowpass filter, and an envelope is on it controlling the cutoff of the filter. The cutoff is then raised as the buildup continues.
First you should familiarize yourself with the basics of synthesis. DJ Redlight has a tutorial on this in the Guides & Tutorials forum. Then, get a vst like Synth1 (free from kvraudio.com) which will help produce this kind of sound. 3xOsc is not good for it.