I am not sure there is a universal value for "what people think" about pumped hydro energy density, but your numbers are quite far of: 3TWh at 1000m pump height would require 3e6Wh3600s/h/(1000m1000kg/m3*9.8m/s2) = 1.1e6m3, so a waist-high lake of one square kilometer would do.

For what it is worth, in Europe, Switzerland is doing a lot of pumped hydro powered by surplus French nuclear power in the summer time. Norway has huge amounts of hydro and only pumps a little, but it doesn't matter much: The Scandinavian grid is so well connected, that hydro will ramp down when power is available elsewhere, in effect providing on-demand provider for the whole region.