Let the complex number be $z = x+iy$.
We are given the expression $\frac{z-3}{z+3i}$. Let's substitute $z=x+iy$.
$\frac{(x+iy)-3}{(x+iy)+3i} = \frac{(x-3)+iy}{x+i(y+3)}$.
To find the imaginary part, we first rationalize the denominator by multiplying the numerator and denominator by the conjugate of the denominator, which is $x-i(y+3)$.
$\frac{(x-3)+iy}{x+i(y+3)} \times \frac{x-i(y+3)}{x-i(y+3)} = \frac{[(x-3)x + y(y+3)] + i[yx - (x-3)(y+3)]}{x^2 + (y+3)^2}$.
The imaginary part of this expression is $\frac{yx - (x-3)(y+3)}{x^2 + (y+3)^2}$.
We are given that the imaginary part is zero.
So, $yx - (x-3)(y+3) = 0$.
$yx - (xy + 3x - 3y - 9) = 0$.
$yx - xy - 3x + 3y + 9 = 0$.
$-3x + 3y + 9 = 0$.
Dividing the equation by $-3$, we get:
$x - y - 3 = 0$.
The locus is a straight line. Also, the denominator of the original expression cannot be zero, so $z+3i \neq 0$, which means $x+iy \neq -3i$. Thus, $(x,y) \neq (0,-3)$.