使用多个左连接：

select bt.transaction_id, 
       bt.datetime, 
       l1.location_name as location_1_name, 
       l2.location_name as location_2_name,
       l3.location_name as location_3_name
from base_table bt
  left join location l1 on l1.location_id = bt.location_1
  left join location l2 on l1.location_id = bt.location_2
  left join location l3 on l1.location_id = bt.location_3