Is this an artifact of DDS technique?
What could be said about these observations about the harmonics?


Let's get this into perspective; the 2 Hz fundamental has an amplitude that is about 60 dB greater than the 2nd harmonic at 4 Hz. In real numbers 60 dB is a ratio of 1000:1 or 0.1%. This is not really that significant and given that the output of a DAC has an integral non-linearity error that can be several LSb it doesn't surprise me at all.

Above 6 Hz the spectrum is getting muddier but you are down in the real basement of the signal and DDS will produce artefacts at this very small level.