Locker Combination

 "Oh fudge!" said Zack! "I've forgotten my locker combination! Now I'm going to be late for class!"

"Relax," said Kyle. "What do you remember about it?"

"Well, as you know, each of the three numbers of my combination can be anywhere between 1 and 39 inclusive. I do remember each number was different and the sum of the first two numbers was 42."

"Okay, go on."

"The last two numbers differed by only two. Oh yes, and all three numbers were primes."

"Well Zack, it just so happens I actually remember your combination. But since you think you're so smart, I'll only give you just one hint. If you take the three numbers of your combination and multiply the three of them together, the last digit of the product will be...." And Kyle whispered something in his ear.

With that, Zack was able to deduce his combination and open his locker.

What was his combination?