Required voltage rating of PCB terminal blocks with high voltage power supply
Won't I be exceeding the voltage rating?

Depends. What is the DC voltage rating of the blocks? 600VAC is about 850V peak so you are exceeding that.
I suggest using two single point (or two point if you can't get singles) terminal blocks if you don't like the creepage distance on the blocks (or exceeding the stated rating even if the spacing looks okay enough).
Consider having a slot milled through the PCB between the terminals to increase the creepage distance on the PCB, which will (typically) otherwise be limiting regardless of the design of terminal block.
Soldering directly to the board tends to cause a bunch of problems such as the wires breaking off near the solder joint after minimal handling.
If you do choose to solder directly to the board apply some form of strain relief (really bending relief).
3kV is low enough that you don't need to worry too much about corona, but it's good practice to avoid pointy bits that increase the field strength and can cause discharge. The resulting O3 tends to rot things as well as causing unnecessary loading on the HV power supply.