It is correct to set the switch the first way you posted. The second switch doesn't do anything but leave an abandoned VLAN 2 in the switch.
But then you also have to go to the WAN network physical settings and change from eth1.2 to eth1.35, so that the CPU is putting packets tagged 35 into the switch.
Yes ofcourse I've done that, in fact after edit VLAN ID 2 to 35, and change WAN from untagged to tagged, openwrt automatically change physical setting of WAN frim eth1.2 to eth1.35