AD9850 Harmonics at Lower Frequencies
By the looks of the datasheet from ADI, the harmonics are intrinsic to the part (and not the board). Mulling over the datasheet it looks like this DDS was never intended to be used for low frequency applications, and you use a high pass filter and only use the upper frequencies above 5kHz.

You might be able to knock some of this out if you used one or more digital notch filters to the input signal.