Gauge moves to around 35 but stays there. Which way do I turn the large nut. If this is correct

The big question is this: When the gauge gets to 35, does the pump cut off? If it does, then you can turn the large nut clockwise a full turn with the power off. Turn the power back on and try it again. Keep at until you get it higher. Cutting off at 50 or so is fairly typical.

If the pump is NOT turning off, then the switch is probably not your problem.

It's also possible, of course, that the gauge is bad. Rather than go through a long deal trying to find out, just spend a few bucks and buy another one to put on. Sometimes I think that gauge is the number one diagnostic tool you have on your well. It needs to work well.

I'm going to assume that you have a "square D pumptrol. First turn off the power at the breaker box, then pull the cover off the pressure switch and you will see two spring loaded bolts secured with nylon nuts,(see image) One tall, one short. To increase the pressure, turn the nut on the tall bolt down. This will increase both the cut in and the cut out points. If you just want to increase the cut out pressure without increasing the cut in point then turn the nut on the short bolt down. Good luck, Tom