Regional Jet 200 ER/LR (CRJ200)
Flight Crew Air Transport Pilot (ATP)
ATC Issue All Types; Conflict Airborne Conflict; Inflight Event / Encounter Unstabilized Approach
Air Traffic Control Issued New Clearance; Flight Crew Executed Go Around / Missed Approach
Procedure
Flight uneventful until approach into MKE.  We were vectored onto final about 35 miles out for the visual approach; cleared to intercept; and track the inbound course for runway 1L to expect a visual approach.  At 4;000 feet on 10 mile final we are hearing ATC make traffic call outs two separate aircraft with no response by either. At this point we have both aircraft in sight 4 miles ahead.  Aircraft Y a single engine VFR traffic cruising at 3;000 feet AGL from west to east across our flight path.  Aircraft Z a Twin Otter; VFR; 4;000 feet AGL and climbing slowly; crossing our flight path from east to west.  As we continued the approach; with both aircraft in sight and what seemed to be clear of conflict; we received our first RA.  The Twin Otter; after crossing our flight path started to turn into us momentarily; then realized; and turned away; continued climbing to the west; out of our way.  The VFR traffic was [approximately] 1;000 feet lower then us by this point off to the east of our course but close enough to trigger an RA to adjust vertical speed.  By the time we realized the situation we were facing it was too late.  We couldn't descend; we couldn't turn left or right because we had aircraft on both sides of the flight path; we were about to climb when I thought I saw the Twin Otter climbing and turning back into us so we had to fly straight ahead with no deviations to our flight path.  This was the safest course of action for us to follow with both aircraft in sight.  We then arrived at the final approach fix and [we were] in no position to shoot an approach so we got vectors and set back up again to shoot our approach. The particular situation we faced; I would consider ATC being the primary contributing factor.  Three aircraft should not have been in that situation.  We should have been properly spaced.  Another contributing factor would be the breakdown in communication.  Approach control filled the radio with traffic alerts for the other two aircraft and continued to try to get them in radio contact without success.  Another contributing factor would be VFR traffic in the approach corridor (poor airmanship).   The final contributing factor would be my assertiveness to break the approach off sooner both for myself and ATC.  I had the belief; that with the aircraft in sight and with plenty of room in between; we would not have received the RA's.  I did not anticipate what the other aircraft would do.Even though I could not get a word in over comm 1; I should have taken control and initiated some form of breakout/go around maneuver and advised ATC when I got a minute.  That way we would have not gotten so close to the other aircraft.  We as pilots get into a rhythm with ATC that they are ever-knowing and have the whole picture figured out.  We typically do not question their motives or ability to control.  As pilots we need to be observant with our situations and continue to anticipate the worst and hope for the best.
A CRJ-200 Captain reported being put into an uncomfortable situation on approach to MKE when he had two aircraft in conflict that gave him limited options.