God the Father, God the Son (Jesus, the Christ), and God the Holy Spirit, are coequal, coeternal, and coexistent.
At the Baptism of Jesus we can see the Father, the Son, and The Holy Spirit at work (Matt. 3:16-17).
Did Jesus teach the Trinity? Not only do we see Jesus praying to His Heavenly Father in all Gospel accounts (see John 17 for an example), but we hear Jesus teaching about the Holy Spirit in scriptures such as John 14:16-18; 16:7-14.
Jesus taught that we are baptize believers in name of the Father, the Son, and the Holy Spirit.
I realize the thinking of three distinct persons who function as one perfect unity is beyond our finiteness. But God is not limited to our finite state. God's thoughts and behaviors are beyond our comprehension. God will not change Who He is just because we do not understand Him.
Sometimes we believe that God owes us an explanation, and He needs to prove things. The reality is, God is sovereign and is not accountable to us, but we are accountable to God.
We would do well to meditate on passages like Deut. 29:29; Isaiah 55:8-9; II Cor. 5:7; James 2:23.
Enjoy your relationship and experience with the Triune God, versus getting stuck on trying to detail something we only know in general.
Pastor Kennedy (MZO)