Quick answer, NO, 36” is not too big. Not at all.
If you click on my profile and look back at some of my early posts you will find my deck canopy. I used a tarp that is 24’ by 10’. The long edge is at the peak of the “roofline” I created, and the opposite long edge is at the eave overhanging the deck railing. I have structural members all the way around obviously, and peak-to-eave supports that run the 10-foot width. These are spaced at 6-feet on center, and 4-feet—so the narrowest support span is 4-feet or 48”. Even though my 4-foot sections are 10-feet wide from peak to eave, they still seem plenty rigid. I do have a 4-foot member supporting the legs inside the eave 16” in these 4-foot sections, but still that makes it like 4’x8.5’ or so and this seems plenty strong.
If you plan on a canopy that uses the full 40-foot length I see on the sunshade package, you will have to consider how it is supported at height. Are we talking legs around the perimeter? Mine had the advantage of being attached to the siding of my house which made the peak a rigid pivot point that could not sag, but if yours is up on legs, you will need to consider how frequently you add them. For my 24-foot length, I used three legs in from the eave, but the peak is attached in four places. It feels sturdy with three legs along 24-feet. I think if I only had two, it would feel wobbly or sagging at the eave, and more legs seem like overkill.
You don’t want to wait until you are cutting and bending to realize it, but holding the conduit and attaching a few connectors gives you a good sense for how sturdy your design is becoming. I know this—overbuilt is better than under!