Ya, the 3.9 emergency disk process always goes smooth for me too.
What I've been doing here is installing 3.1 in WinUAE, then booting into 3.1 install and trying to make my 3.5 Emergency disk from the installer on the CD...
As I see no other way about this.
I know I could simply just upgrade 3.1 to 3.5 which I've done in the past, but I'd really like to be able to install 3.5 straight without having to resort to 3.1.