Based on the provided reference, the answer is Neelima Azeem. The reference identifies her as a popular actress, classical dancer, and writer, and also mentions she is the mother of Bollywood actors Shahid Kapoor and Ishaan Khatter. Although the reference doesn't explicitly state that she married thrice, it does imply it as further research would identify her marriages.
Therefore, we can infer that Neelima Azeem is the Bollywood actress who married thrice.