I think you just answered your own question! 35 amps is a huge load so yes, a 4 or 8 guage wire is a good choice especially when it needs to be run a whole car length too. The last thing you'd want is for the wire to heat up and make a car-b-que. Also have to take into account the amp's peak power output. Peaks can easily be 10x the power needed, even though for very short moments. Usually this is well beyond clipping, and can cause problems with the amp and the car's electrical system. It's just that most people have no clue this is happening.
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George
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