You can’t format an empty cell, which is probably why you got errors. Try
IF(
OR({SF - Conf Date}, {Survey Date}, {Event Date}),
DATETIME_FORMAT(
IF({SF - Conf Date}, {SF - Conf Date}, IF({Survey Date}, {Survey Date}, {Event Date})),
"MM/DD/YYYY"
)
)
Since you said only one date will matter, I used a series of cascading IF() statements to insert a date field if its filled in, otherwise it will check the other fields.