This variable is measured based on scores given to 3 statements (1-9 scale). First of all, should I compute a new variable that combines these 3 statements in one variable, so I can analyse it? This new variable will have, for example 3 levels - 1-3(low),6-9(high), and everything else (neutral).

I was thinking of making this variable into a factor and include it in the ANOVA. However, I don't think I will have equal sample sizes for each of the levels of the variable, which will be problematic in the ANOVA.

Other way is to run a regression and add this variable as a predictor, and the product of the interaction with the other IV.

Could you give me some advice what will be better or maybe some other method that will fit better the situation?

Any help is highly appreciated. Thanks.