I appreciate the unrelenting encouragement others are providing, but realistically most congressional nomination application dates for class of 2029 are past, at least in my region. We are deeply into interview season now. Your question suggests that your congressperson holds different panels for each service academy, and you are hopeful that your interviews with the panels for other service academies will go well. While that may be the case -- congresspeople have flexibility to do this however they like -- I encourage you to verify that the same panel does not vet for all service academies simultaneously. Many posts here indicate that a lot of congressional offices interview simultaneously for all service academies and ask candidates to rank the schools to which they'd like a nomination. Be sure you didn't just botch an interview for all service academies. But if you did, contemplate what went wrong, study up on the common nomination interview questions and ace the next one!
On your question of whether another service academy would know if you withdrew an application from USMA, my understanding is the admissions teams operate independently, with different systems, processes, staffing, etc. so you should have no fear that USNA or USAFA would find out about your USMA withdrawal. In fact, they'd probably appreciate it because it's less competition for them for your attention.