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Hello Rafaela1
All three of those questions are grammatically correct; the difference between them is a difference in how appropriate they are in terms of politeness. In British cultures, in general people don't refer directly to bodily functions such as peeing when they want to be polite. Each of the questions you wrote refers to a bodily function (peeing) to a different degree: the first one is the most polite, the second one a little less (though still polite), and then the last one less so (though it is not rude, either) due to this.
By using the word 'bathroom', you shift the emphasis away from what you are going to do in the bathroom (pee) by referring to the room instead of the action. By using 'toilet', it becomes clearer that you are going to relieve yourself (notice how we have this euphemism 'relieve yourself', which means 'pee') and so it's a little less comfortable in polite speech. By using the word 'pee', you are very direct and so it's even less comfortable in a polite context.
The word 'may' (instead of 'can') is usually used in very polite situations, especially when you want to show that you defer to authority. It would be strange for an adult to use 'may' and 'pee' together in the same sentence, unless they were being ironic. It would be more natural coming from a child, however.
That's probably more of an explanation than you were looking for, but I hope it helps.
All the best
Kirk
The LearnEnglish Team