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With the rise of autonomous vehicles (AVs) in transportation, a pressing concern is their seamless integration into daily life. In multi-pedestrian settings, two challenges emerge: ensuring unambiguous communication to individual pedestrians via external Human-Machine Interfaces (eHMIs), and the influence of one pedestrian over another. We conducted an experiment (N=25) using a multi-pedestrian virtual reality simulator. Participants were paired and exposed to three distinct eHMI concepts: on the vehicle, within the surrounding infrastructure, and on the pedestrian themselves, against a baseline without any eHMI. Results indicate that all eHMI concepts improved clarity of communication over the baseline, but differences in their effectiveness were observed. While pedestrian and infrastructure communications often provided more direct clarity, vehicle-based cues at times introduced uncertainty elements. Furthermore, the study identified the role of co-located pedestrians: in the absence of clear AV communication, individuals frequently sought cues from their peers.