Updating iPhone 4S iOS 9.3.5

First, go to Settings/General/Software update. What does it say? You should be able to update there.

If that doesn't work you will need to use iTunes. Get the latest version (12.9.6) from https://apple.com/iTunes. If you get any error messages when updating reply here and post the error message.

I never saw it but your 9.3.6 update is indeed true and my bad for not knowing that fact.

Settings > General > Software Update.

And see what you can get. It must be done via a Wi-Fi network or iTunes

You can't go anywhere, the device was already hanged and displayed the iTune connection.

Apple itself has sent recently an iOS update to 9.3.6 wirelessly,

Unfortunately, the device was stopped during the update and it requires an iTunes connection to either update or to restore, but it hanged many times,

So, if anyone has a solution, please post it !!

That old device hasn't had any updates in years.