First of all, the Jacobian of the spherical coordinat transformation is $\rho^2\sin\phi$ not $\rho\sin\phi$.
Also, the upper bound for $\rho$ should have been $6\cos\phi$ not $3$. The equation $\rho = 3$ describes a sphere of radius $3$ centered at the origin while the equation $\rho = 6\cos\phi$ describes a sphere of radius $3$ centered at $(x,y,z) = (0,0,3)$.
After fixing those two errors, you should get an integral which evaluates to the correct answer.
I'm adding this answer because the other answers so far answer different questions (either a different region, or a different method) than what was originally asked. I'm also going to try to explain my work in more depth to make it easier to follow along.
Note that the cone $z = \sqrt{(x^2 + y^2)}$ can be represented in spherical coordinates as $\phi = \frac{\pi}{4}$. You already calculated that $z = r \sin \phi$, and we know from the spherical coordinate transform that $z = r \cos \phi$. Combining these two equations, we get $\sin \phi = \cos \phi$ or $tan \phi = 1$, which means $\phi = \frac{\pi}{4}$. Intuitively/geometrically, you can also imagine that the cone covers the full range from $\theta = 0$ to $\theta = 2 \pi$ of rotation around the z-axis, meaning $\theta$ can be any value, and the radius can be any value as well (the cone is unbounded above), so the only parameter needed to define the cone is $\phi$.
To set up the region of integration, we know that to calculate the volume of the sphere, we would have the radius ranging from 0 to 1, with $\theta$, the angle of rotation around the z-axis, ranging from 0 to $2 \pi$, and $\phi$, the angle with the z-axis, ranging from 0 to $\pi$. In this case however, we want to exclude the region of the cone, which is the region from $\phi = 0$ to $\phi = \frac{\pi}{4}$. Thus we want to include $\phi$ only over the range from $\frac{\pi}{4}$ to $\pi$.
Thus, we have the below integral:
$$\int_{0}^{1} \int_{0}^{2 \pi} \int_{\frac{\pi}{4}}^{\pi} r^2 sin(\phi) d\phi d\theta dr$$
where $r^2 sin(\phi)$ comes from the change of base formula, and can be calculated as the absolute value of the determinant of the derivative matrix of $x$, $y$, $z$ with respect to $r$, $\theta$, and $\phi$.
The integral can be evaluated in any order, probably $\theta$ then $r$ then $\phi$ to get $2 \pi \frac{1}{3} (1 + \frac{1}{\sqrt{2}}) \approx 3.58$.
A quick intuitive check confirms that this answer makes sense: the volume of the sphere is given by $\frac{4}{3}\pi r^3$ which in this case is just $\frac{4}{3}\pi \approx 4.19 $, and we're taking out a small fraction of the top half of the sphere.
Best Answer
Using the following substitutions for spherical coordinates: $$z = \rho \cos(\phi)$$ $$x = \rho \sin(\phi)\cos(\theta)$$ $$y = \rho \sin(\phi)\sin(\theta)$$ \begin{align} \rho \cos(\phi)&=\sqrt{\rho^2 \sin^2(\phi)\cos^2(\theta)+\rho^2 \sin^2(\phi)\sin^2(\theta)}\\ &=\sqrt{\rho^2\sin^2(\phi)}\\ \phi&=\frac{\pi}{4} \end{align} Above the $xy$-plane hence $\phi\leq \frac{\pi}{2}\implies \frac{\pi}{4}\leq\phi\leq\frac{\pi}{2}$ $$\int_0^{2\pi}\int_{\frac{\pi}{4}}^{\frac{\pi}{2}}\int_0^{3}\rho^2 \sin(\phi) d\rho d\phi d\theta$$You can think the volume is whole upper hemisphere except the cone that's why $0\leq \theta\leq 2\pi$ and $0\leq \rho\leq 3$