The space-air-ground integrated network (SAGIN) has drawn increasing attention for its benefits, such as wide coverage, high throughput for 5G and 6G communications. As one of the links, space-air communications between multiple unmanned aerial vehicles (UAVs) and Ka-band orbiting low earth orbit (LEO) satellites face a crucial challenge in tracking the 3D dynamic channel information. This paper exploits a statistical dynamic channel model called the multi-dimensional Markov model (MD-MM), which investigates the more realistic spatial and temporal correlation in the sparse UAVs-satellite channel. Specifically, the spatial and temporal probabilistic relationships of multi-user (MU) hidden support vector, single-user (SU) joint hidden support vector, and SU hidden value vector are investigated. The specific transition probabilities that connect the SU and MU hidden support vector for both azimuth and elevation directions are defined. Moreover, based on the proposed MD-MM, we derive a novel multi-dimensional dynamic turbo approximate message passing (MD-DTAMP) algorithm for tracking the 3D dynamic channel in multiple UAVs systems. Furthermore, we also develop a gradient update scheme to recursively find the azimuth and elevation offset for 3D off-grid estimation. Numerical results verify that the proposed algorithm shows superior 3D channel tracking performance with smaller pilot overhead and comparable complexity.