"I could insert a batch of records into with the hope that SQLSvr would insert records that didn't already exist in Table1 and ingore (not insert) any that already did exist in Table1."

I don't think it is good to enable 'Ignore duplicates' in unique key. In your case, you can achieve it by try

INSERT INTO [123.12.13.34].database1.dbo.Table1

SELECT e.*

   from Table2 a 

    join Table3 b

     on a.order_num = b.order_num

 where a.order_num not in (select order_number from [123.12.13.34].database1.dbo.Table1 )