If you need me to expand or write the proof more formally please let me know.
I am confused by the following question, where it seems I have found both a universal value that makes the question true, but then I have also found a counterexample. Where did I go wrong in my proof? Is the statement true or false?

Your negation of the statement is not correct. The original statement is
Its negation is
What you showed is
Interchanging those two quantifiers is a big deal. In (2), $a$ can depend on $b$. Indeed, this is what you did to show the statement is true. But in (1), $a$ comes first and $b$ is arbitrary.
Your proof of truth of the original statement is valid. To make it clear that you are using the quantifiers correctly, you should add words to your proof. “Given $a$, let $b=-a$. Then $b+a = 0$, and $3 \mid 0$.” The use of “given” refers to the “for all” quantifier, and the use of “let” refers to “there exists.”