I'd say you were close:
while (buttonMode == 3) {
int i = 0;
while( i<5){
Serial.println(i);
digitalWrite(7, LOW);
digitalWrite(8, LOW);
digitalWrite(9, LOW);
delay(400);
digitalWrite(7, HIGH);
digitalWrite(8, HIGH);
digitalWrite(9, HIGH);
delay(400);
i=i+1;
}
button = 4;
}
stay in the inner loop, when done change the outer loop condition so it jumps out