I thought separate objects were also combined into sprite sheets automatically? And large animations are split up into multiple sprite sheets?
I'm not really familiar with what goes on under the hood, but my understanding was that Construct optimized sprite sheeting, so I never really worried about it.
One memory consideration though, as 3000 is quite a significant number, is that will all 3000 unique images always be necessary on any given layout? If your gameplay only calls for a portion of them to be seen at any given time/playthrough, you might want to consider a system loading them in on demand, or separate them out by layout.