You have a little piece of dust on your sensor. The only reason you are not seeing it in other settings is that the lens aperture makes it less apparent when the lens is open wider. Try taking series of photos in aperture mode on a tripod of the sky and start with your aperture wide open than close it down progressively until you get to the smallest aperture and you will see that the smaller aperture makes the spot even look more apparent.
Google "sensor cleaning" to learn how you can get rid of these dust particles without sending the camera to the shop.