For $\rm SO(3)$ rotations, the group elements are given by the standard Euler matrices $R_x(\theta_x)$, $R_y(\theta_y)$ and $R_z(\theta_z)$ for rotations in 3D space: $$R_x(\theta_x)=\begin{bmatrix} 1 &0 &0 \\ 0& \cos\theta_x &\sin\theta_x \\0 &-\sin\theta_x & \cos\theta_x \end{bmatrix} $$ $$R_y(\theta_y)=\begin{bmatrix} \cos\theta_y & 0 & -\sin\theta_y \\ 0& 1 &0 \\ \sin\theta_y& 0& \cos\theta_y \end{bmatrix} $$ $$R_z(\theta)=\begin{bmatrix} \cos\theta_z &\sin\theta_z & 0\\ -\sin\theta_z& \cos\theta_z &0 \\0 & 0& 1 \end{bmatrix} $$ The corresponding generators $J_x$, $J_y$ and $J_z$ are defined such that $$R_x(\theta_x)=e^{i\theta_xJ_x} , R_y(\theta_y)=e^{i\theta_yJ_y},R_z(\theta_z)=e^{i\theta_zJ_z}.$$
I then read that the general rotation transformation is given by $$R(\vec{\theta})=e^{i\vec{\theta}\cdot\vec{J}},$$ where $\vec{J}=(J_x, J_y, J_z)$.
I am confused about what the components for $\vec{\theta}$ will be.
Consider a rotation in space where we first rotate by $\theta_z$, then by $\theta_y$ and lastly $\theta_x$, the rotation matrix should be $$R(\theta_x,\theta_y,\theta_z)=R_x(\theta_x)R_y(\theta_y)R_z(\theta_z)=e^{i\theta_xJ_x}e^{i\theta_yJ_y}e^{i\theta_zJ_z}.$$ Intuitively I would think that using the $R(\vec{\theta})=e^{i\vec{\theta}\cdot\vec{J}}$ formula means using $\vec{\theta}=(\theta_x, \theta_y, \theta_z)$: $$R(\vec{\theta})=e^{i\theta_xJ_x+i\theta_yJ_y+i\theta_zJ_z}$$
However, as the generators $J_x, J_y, J_z$ don't commute, $$e^{i\theta_xJ_x}e^{i\theta_yJ_y}e^{i\theta_zJ_z} \neq e^{i\theta_xJ_x+i\theta_yJ_y+i\theta_zJ_z}.$$ So it is wrong to say that $\vec{\theta}=(\theta_x, \theta_y, \theta_z)$. What then should the components for $\vec{\theta}$ be?