You my friend have discovered the fold-back of the 3rd harmonic.
Fclk-(3*fdds)
1000MHz*3=3000MHz=3rd Harmonic.
3500MHz- 3000MHz=500 MHz=fold-back of 3rd Harmonic.
Only strange things is that the amplitude of the spur is far higher than I would expected for a third order fold-back. Good luck.
As far as solving the problem: A steep roll-off filter whose pass band is centered around your fundamental. There are several other techniques: Google spur suppression for DDS.
Regards,
Anthony