jpuke,
You absolutely NEED to seat the 500 grain bullets to under maximum length for that Marlin 1895. The first several rounds I tried to cycle with 500 grain bullets seated to the crimping groove resulted in (you guessed it!) failures to extract loaded rounds.
As for seating too deep and increasing pressures: not to worry. That load of 35-36 grains IMR 3031 is a very mild one, and documented in Handloader Magazine as being under 25,000 psi.
The bullets I've used are commercial 500 grain RNFP with a single crimping groove. Crimp on the bore-riding nose, or use no crimp and single-load.
I would use the same LOA as the 405 grain bullets.
John