Alex Richards
Donor
It very likely was split into 3 at some point, considering when Nigeria became independent it was split that way, however when exactly the split occurred is more the question.
Unfortunately Qaz stopped showing Administrative divisions in the maps after 1938, so I can't tell based on that.
OK. A bit of research indicates the following:
1900: Niger Coast Protectorate united with the territories charted by the Royal Niger Company to form the Protectorate of Southern Nigeria, occuping the territory around the Mouth of the Niger and the river up to Lokoja.
1906: Lagos Colony added to create the colony and Protectorate of Southern Nigeria. You can just about make out the border indicated on this map, which seems to be backed up by this one, this one and looking closely this one also.
1914: Protectorate of Northern Nigeria added, administered seperately to the south as it was supposed to be supported by the trade excess in the south. As such the basic division was North/South, with the South also being subdivided into Colony/Protectorate, though note along the Niger River. Presumably on independence that made a more logical border.