How do I make my bullet that moving 3000 speed not go through walls

Give your walls the solid behaviour. In the bullet behaviour there is also a bounce off solids property. Add some events to trigger things than can happen when a bullet hits a certain wall type i.e spawn another object (explosion sprite) and destroy the bullet or change bullet angle and velocity when bounced off a wall

Your bullet doesn't always make contact with the walls if they are moving that fast.

Your computer only gets to process so many ticks per second, the faster you move the more pixels you skip over to get there. If you skip over a solid then it won't be able to stop you.

You can try working with the behavior property 'step' to see if that helps, this site will explain it a bit more.

construct.net/en/make-games/manuals/construct-3/behavior-reference/bullet

See the Bullet stepping example for handling fast-moving bullets.