1 is wrong with the "a". 2 and 3 are ok, but 2 is a bit old fashioned.

1) Is wrong, you don't need the article. 2) and 3) are interchangeable; they both specify that he is from Holland/the Netherlands. Obviously, if it were a woman, you would not say Dutchman, you would just say 'she is Dutch;.

Some nationalities function as both a noun and an adjective. So you can say for example, 'he is American' or 'he is an American.' 'He is Australian' or 'he is an Australian.' ''He is Canadian' or 'he is a Canadian.' But some nationalities can only be used as adjectives. 'He is British.' 'He is Chinese.' 'He is Dutch.' You cannot say 'he is a British', 'he is a Chinese' or 'he is a Dutch.' There seems to be no real logic to me as to why this is the case, I suppose you just have to learn them on a case by case basis.