THREE OLD men die separately and violently one stormy November night. Their last words -- one word in two cases -- are simple, but will become so poignant.

Exit Lines (Macmillan, $14.95) is a rarity: a mystery that is tender and moving, yet not without clever detection. Reginald Hill is a talented novelist who uses the mystery genre as a narrative vehicle. His Dalziel-Pascoe series has been one of the best in recent years.

The characters and the relationship of Hill's two policemen have changed and matured over the years. Superintendent Andrew Dalziel is blunt, scruffy and sometimes vulgar. But "Fat Andy" is no boor; he is a good pragmatic cop. Inspector Peter Pascoe is a university graduate, introspective, married to a liberated woman. What started as a wary, prickly woking relationship between an odd couple of Yorkshire cops has grown to mutual respect and even tolerant affection. Both qualities will be sorely tested in Exit Lines.

One of the old men to meet violent death succumbs to injuries after his bicycle is run down by a car on a dark road one stormy night. He has time to gasp: "Paradise . . . Paradise!" and a few words identifying the driver as drunk. It is Dalziel's car that ran down the bicycle. And Fat Andy is obviously inebriated at the scene of the accident. It helps little that his companion claims to have been the driver, for that companion, sober as he is, is a well-known bookie being investigated by the British tax service.

With Dalziel ordered to take leave from his duties, Pascoe is on his own working the other two cases: an elderly man, found beaten in his bath tub, who mutters "Charley" to his daughter before he dies; another septuagenarian who dies on a dark playing field after whispering "Polly" to a man walking his dog.

The three elderly victims allow Hill to explore some of the problems of aging in today's society. He also beautifully weaves together the threads of the three-way plot to a smashing conclusion. The Detective Was a Lady I

IF I WERE looking for a good private eye to handle a problem, I would not hesitate to call V.I. Warshawski in Chicago or Kinsey Millhone in Santa Teresa, California. Both are smart, gutsy professionals who happen to be women. Check their references in Sue Grafton's B Is for Burglar (Holt, Rinehart & Winston, $14.95) and Sara Paretsky's Killing Orders (Morrow, $15.95).

In B Is for Burglar, Kinsey is hired to find a client's missing sister, Elaine Boldt. Kinsey checks Elaine's Florida condominium to find a self-styled "friend" who is vague about Elaine's whereabouts. Back in California, Elaine's apartment is trashed and her helpful landlady is attacked. Kinsey begins suspect a link to a recent arson-burglary-murder in a house next door to Elaine's apartment.

Kinsey is a refreshing heroine, satisfied to live her life as she wants without the need to make proclamations of independence. An ex- cop and twice-divorced, she can see it is too early for any romance with a friendly cop whose wife has left him.

Grafton has an easy-going, breezy style and is at work on the next letter in the alphabet, C Is for Corpse.

V.I. (Vic) Warshawski, Italian-Polish, daughter of a cop, trained as a lawyer, and now a Chicago private eye, is more aggressive than Kinsey in establishing her independence. (Don't call her Vicky or Victoria.) She's a tough- minded woman who doesn't like to miss her daily five-mile jog even in Chicago's winter weather.

In Killing Orders, V.I., who specializes in financial fraud, investigates a securities case in which counterfeit certificates for $5 million of stock have been found inthe safe of a Roman Catholic priory. At the same time, she is looking into the hostile takeover of an insurance company, which may be used as a front to launder illegal funds.

Before it is over, V.I. is nearly blinded by an acid-throwing thug, her apartment is trashed and burned, one of her best friends is brutally killed, another friend's uncle is stabbed, and V.I. must deal with both the Mafia and a secret Catholic society. The pace never lags. On a Cold Trail I

T TAKES an earthquake, but Bill Pronzini's "Nameless Detective" does manage to

unearth the truth when he is hired to find out why a successful writer of detective pulp fiction had committed suicide 35 years earlier.

Bones (St. Martin's, $12.95) is the 15th outing for the San Francisco private eye whose name never is mentioned. More than three decades after the writer's death, "Nameless" finds it is a cold trail. Then one of San Francisco's earth tremors opens an old fissure to reveal a skeleton buried during an earlier, stronger quake in 1949.

It is the clue that unlocks the past, and our detective finds that old murders lead to new murders.

This is an easy-to-take series with its San Francisco locale, a regular-guy shamus who collects pulps and has a weight problem, and breezy humor, which does, however, get a bit heavy-handed in Bones when the partner of "Nameless" becomes involved with a well-endowed, empty-headed young woman. Fortunately, Nameless seems to have settled into a comfortable relationship with Kerry, his love, and we are spared the earlier psychological probing after spats and break-ups.

Pronzini, prolific and seemingly indefatigable, has been a collaborator on several novels beyond his own and a co-editor of anthologies. The latest is The Ethnic Detectives with Martin H. Greenberg (Dodd, Mead, $16.95). His non- Nameless novels include a new Western-cum- mystery series with an 1890s Secrt Service agent whose names supplies the title, Quincannon (Walker, $13.95), for the just-published second adventure. A Seattle Story A

ANOTHER West Coast private eye is John Denson, whose home turf is to the north, in Seattle.

In Fish Story (Viking, $13.95), by Richard Hoyt, Seattle adds its own distinctive character to a private-eye yarn that touches on Indian tribal lore, treaty rights, and salmon fishing on the Columbia River. It ends with an eerie, thrilling case-confrontation in Seattle's "buried" city of underground tunnels.

It all begins when Denson is asked by his darts-playing friend, Willie Prettybird, of the Cowlitz Indian tribe, to find out who is beating up his sister's boyfriends and threatening her. Could it be her ex-husband? Or perhaps the cannery or sportsmen groups, both bitterly opposed to the Cowlitz tribe's court suit to gain fishing rights? About the same time, the judge in the case and his law clerk disappear. Then pieces of a dismembered body turn up in a public park.

With the help of a friendly cop and his woman lawyer (and occasional bedmate), Denson puts together the pieces of the case to track down the fanatical killers.

Some of the best moments in Fish Story -- the plot is a trifle far-fetched -- come when author Hoyt delves into Indian lore or history, like the role of the flush toilet in Seattle's past.

Flush toilets were introduced in the 1880s. The only problem was that Seattle was built on a low peninsula that extended into a tidal mud flat. When the tide was high, geysers occasionally returned the effluents. So, to protect their bottoms the citizens built their elegant porcelain toilets on wooden platforms reached by short ladders. Then, as Seattle became a boom town, the residents elevated the city to toilet level -- streets, sidewalks, and buildings -- leaving the underground network of tunnels.

Fish Story is the fourth novel for Denson, and he is back in the top form of Decoys and Thirty for a Harry after the disappointing, overly-cute The Siskiyou Two-Step. Hoyt offers a difficult blend of bawdy comedy satire with hard-boiled detective fiction. It works most of the time. Death of a Writer P

PATRICIA McGERR, who died in Washington last month at the age of 67, was a tall, modest, and gentle woman who was a talented professional in the mystery-writing field.

Her name was best known to the general public for her Selena Mead spy series. But to mystery fans, she was admired and appreciated for a solid body of work over 40 years including the brilliant tour de force, Prick Your Victim, and such entertaining, Washington-based mysteries as Murder Is Absurd, set at the Olney Theater.