Abstract: We show numerically that a harmonically trapped and coherently Rabi-coupled three-component Bose-Einstein condensate can host unconventional vortex lattices in its rotating ground state. The discovered lattices incorporate square and zig-zag patterns, vortex dimers and chains, and doubly quantized vortices, and they can be quantitatively classified in terms of a skyrmionic topological index, which takes into account the multicomponent nature of the system. The exotic ground-state lattices arise due to the intricate interplay of the repulsive density-density interactions and the Rabi couplings as well as the ubiquitous phase frustration between the components. In the frustrated state, domain walls in the relative phases can persist between some components even at strong Rabi coupling, while vanishing between others. Consequently, in this limit the three-component condensate effectively approaches a two-component condensate with only density-density interactions. At intermediate Rabi coupling strengths, however, we face unique vortex physics that occurs neither in the two-component counterpart nor in the purely density-density-coupled three-component system.