I would check temp and salinity of the bag, make water to match it and move them to that water ASAP with an air stone and a very weak heater to bring the temp up slowly, assuming the temp is low.
35lb of water after a long transit will just raise in PH and make the ammonia present more toxic. Keep it in that bag until you have water ready to accept the fish imidiately into it, then go from there.
I haven't used methylene blue for marine fish yet, but I would definitely try it in a situation as you describe.
The worst thing would be exposing air to the water the fish is shipped in, and almost worse would be moving it into a different salinity.
Temp I would match, but if the volume is 4 gallons, I would instead of float, match the receiving water.
Edit: from my time here reading all the posts about fish aclimation. And my own experience, the important factors are: 1 ditch the shipping water 2 same salinity 3 temp match 4 ph is important, but in situation of prolonged water tight seal bag, the PH will be low anyway, don't worry about it.
Def go into QT, even if you don't do any of the methods, giving it matching salinity for a day or 2 seems to be paramount to reduce stress and give an opportunity for recovery.