I was also trying to fill a 3500 psi steel here in Tucson and none of the local dive shops could fill HP tanks and stated that they never get steel tanks in to be filled.
Yeah that's crap. All HP compressors can pump to at least 4000psi, and usually up to 5k. What is more likely is that they don't bank their pressure above 3000 because they are trying to eeeek the most service out of the thing. If they pumped you right off the compressor's dryer, you'd get what you want. But then again, most retail tank monkeys arent bright enough to know how to work a compressor, much less drive to work.