My knowledge here is less than others - so take this for amateur advice. Pics will help here.
My guess is that either:
A) PlastX combined with the material you used for application is not aggressive enough to follow the wet-sanding, even something as fine as 3000 grit, and that you need an intermediate for optimal results. M105 would be a splendid choice, capable of removing severe defects from paint and headlights alike, and you could stop at 2000 grit. In this case, I would expect the remaining defects to be deeper/more pronounced.
---or---
B) PlastX combined with the material you used for application is too aggressive, or you are not working the diminishing abrasive through its entire polishing cycle. This type of abrasive features an extended work cycle but is prone to underworking where someone stops before the abrasives have decreased in size enough to remove the initial defects they cause earlier in the working cycle (someone smarter than me could explain this better). The potential solution is working a longer cycle, using consistent pressure throughout with less pressure towards the end, and/or using a less aggressive pad (or, starting a work cycle with a more aggressive pad, and switching half way through to a less aggressive one after the abrasives have begin breaking down - although this is probably not necessary). In this case, I would expect the residue to be more shallow and superficial.
---or---
C) It has to do with the actual wet sanding itself where the different stages are not fully completed before moving to the next step - I know very little about this, other than when I have wet sanded headlights before and did not spend enough time on each step there were deeper scratches left behind.
- How are you applying? By hand, DA, RA, or one of the drill attachments?
- Did you use wool, foam, or something else? How aggressive? How much pressure? How many independent cycles?
- Are you working the polish through its entire cycle? I'm not sure how aggressive PlastX is, but in the case of moderately aggressive DAT compounds (like Ultimate Compound), if you underwork them you may fail to remove the superficial defects the abrasives initially cause and especially with a DA this can result in a 'cloudiness'.
The best luck I've had with headlights is a combination of M105 + wool, followed up with a much less aggressive polish (like UC) + less-aggressive foam to remove the marks left from the first cycle. (IMamateurO this eliminates the need to sand with headlights in the overwhelming majority of cases.)