Nadal says: "We can be friends 5 minutes before the match, and 5 minutes after it. But during the match we are rivals".
Having said that, he never mentioned Federer as his friend. He described their relations as "we are on very good terms, but we are not friends". Rafa's friends in tennis are Carlos Moya, Juan Monaco, Feliciano Lopez, David Nalbandyan, Marc Lopez. He's been close with Andy Murray and Richard Gasquet since they were 13-year old kids.
Rafa was terribly unhappy when he lost 2007 Wimbledon to Federer. Still says that it was his most painful loss. But I don't think that he had a grudge against Federer. First of all, he's been always sure that Federer is a better grass player, secondly, respect to Federer has been beaten into his head to such and extent, that there's no way it can be taken out considering that Uncle Toni is a Federer fan
Neither did Federer ever claim to be friends with Nadal. I don't know much about Federer, so can only assume that lost 2008 Wimbledon was a heavy blow for him. But it was his own prophecy though: when he saw absolutely shattered Rafa after 2007 final he said during the award ceremony: "this match was nearly equal, and we're two Wimbledon champions". Hence, probably no grudge against Rafa. Generally, I don't think that Federer is malicious. When Rafa replaced him as World No.1, he could've said nothing about it, but he responded with "I'm glad that it's Rafa, he is a deserving World No.1".
Federer never liked Djokovic because of his playing possum strategy and "when I'm down I'll take a medical break/ toilet break/lunch break and destroy your momentum" approach, called him a Joke as far back as 2006. He also commented Djokovic's multiple retirements saying that "if he can't stand environmental conditions, he should retire on permanent basis".
Djokovic knew all these nice little things, but kept his trap shut till 2008, when his excellent mommy volunteered with "le roi est mort".
To cut a long story short, there's no love lost between these two.
Rafa seemed to like Djokovic before his true nature was fully displayed in 2011 celebrations. Now Djokovic pretends to be a friend (especially after 3 beatings received this year), but Rafa is wisely keeping at arm's length.