So of course I believe in the Son, Father and Holy Ghost, but I believe that they are all in one.
Correct.
YHWH Elohim a.k.a. 'the Godhead' is ONE GOD.
Some Christian's like the one's who are into the Trinity believe that they are all separate spirits. Trinity is found no where in the Bible though.
But YHWH Elohim is, even in the Old testament.
"Elohim" is a plural.
So how does that even make sense at all?
I.m.o. it's just as unfathomable as timelessness. Because God exists beyond time, He created time "In the beginning" (Genesis 1:1).
Time seems to be a part of creation.
The universe is also called "space-time reality".
What is beyond / above this, is unfathomable for a human being on earth in the flesh.
It's fascinating though.
Impressive.
To make things more confusing, we can identify a number of persons that is YHWH Elohim.
Obviously there is Father, Son (or Word), Holy Spirit.
But also 'the Angel of God' appears to be God, 'the Name' is mentioned as a person and is God, 'Melchizedek' also seems to be a person who is God.
They all are YHWH Elohim, yet they appear to be distinct persons, but ONE GOD none the less.
I think it is safe to say that the Father is the Highest Person within GOD.
None the less, John 1:1 states that it is the Word that created everything that exists.
And the Word became flesh, this is Jesus Christ.
But it seems Jesus Christ is taken up in Heaven as the Word in the flesh.
So what happened to the Word that was not flesh?
Did He change forever?
...but GOD does not change !
So to repeat your question:
"How does that even make sense at all?"
I don't know.
But it makes GOD even more Majestic in my opinion.
One day we will no longer see through a veil, but things will be revealed to us, we will see Him in all his Glory, and we can't help but praise Him.