God is one, but He is expressed in 3 ways.
The father, creator, ruler, the Son, His word, His creative ability that which brought everything into being,
His Spirit, the essence of who God is, His heart, His direction, His thoughts and desires.
All three aspects are expressed separately and yet together.
Because all three are eternal they are God, yet equally they are not the same.
How this mystery is tied together we could speculate, except it is driven by what we know not what
we understand. As they are not 3 gods, but 1, there is only 1 Spirit, the Holy Spirit.
In this analogy, in a sense Jesus always had the Holy Spirit, because the Holy Spirit is His Spirit.
In this case the anointing by the Holy Spirit on Jesus at His baptism was an anointing of ministry
and not a new in dwelling of the Holy Spirit because that is always present in Him.
Equally Jesus sent the Holy Spirit at Pentecost as as anointing, because the disciples had been
already been filled with the Spirit when Jesus appeared to them in the upper room.
22 And with that he breathed on them and said, "Receive the Holy Spirit."
John 20
So Pentecost was a sign of anointing and not the first receiving of the Holy Spirit.