I doubt you got OS3.5 installed correctly. There is no reason to install OS3.5 at all, you can just install OS3.9 right away.
The BB2 file in Devs has to be renamed in order for it to load. The BB2 update can be tricky to get loaded, and that's why you are asked if you want to install it or not. If AmigaOS ROM Update is the same filesize as the BB2, the new ROM update is loaded though.