Depending upon the quality of the DIMMs and the motherboard in question, this more than likely will work. Intel's "limits" (as you have called them) are not really limits, per se; they are just the guaranteed and validated range (in this case, up to 2400 MHz) for this processor design.
Running this memory at 3000 MHz is technically overclocking a portion of the processor and, while it is true that this could have an affect on the average temperature of the processor, this would be minuscule in nature. I would be more concerned with the potential for data errors that could exist if the motherboard is not designed to support this bus speed. Check the specs of your motherboard carefully.
As you run the memory buses at higher and higher speeds, their susceptibility to noise on the bus affecting data quality increases. Further, as components age, they will generate more noise. It is thus possible that a system that works initially will stop working reliably at some point in the future as this noise builds. I personally avoid using higher speed memory as the performance gains, if any, are minimal and the potential for failure is higher (at least in the long term).
Hope this helps,