What does the RM35k include?

Painting, wall skimming?

If you don't have an existing wall, your contractor may have factored in building footing and ground beam to ensure wall does not sink & crack.

Check with the contractor the full extent of work. Would give you and idea if cost is justified. Hope that helps.

According to MBPJ requirements, it's about 5ft but 6ft should be safe. With regards to opening requirement you can check with your local council.

If you want a solid wall, it's a possibility just check whether you can submit engineer drawing for it.