initial thought is to stim longer to give that E2 a chance to really rise some more. Have this discussion with the nurses; as a matter of fact put in a call request today to talk with the RE on call. Let them know directly your concerns.
Btw, I personally think that starting on CD2 with FSH of 15.7 and E2 of 35 without any meds to push down the FSH isn't something to be concerned about. I started off with FSH of 12.1 and nary an AFC and still popped a good egg. Hang in there and please please do keep me posted!!!