First off, you're confused about what some of those are. You can set the physical extent size with a fair bit of flexibility (vgcreate -s <size-of-PE>). But it doesn't matter, you should just go with the default. To quote the manpage:
The default is 4 MiB.… [H]aving a large number of extents will slow down the tools but have no impact on I/O performance to the logical volume.
When they say "no impact on I/O performance", they mean that literally. LVM is a wrapper around device-mapper and the LVM tools do not expose the physical extent size to device-mapper. The actual kernel code doing the I/O is unaware of the extent size. So it doesn't matter, unless you need to run lvcreate (etc.) all the time as part of your workload.
(Note it can influence data alignment; see below.)
The size in logical extents (set with lvcreate -l «number-of-extents») is just a way to specify the size of the logical volume. LV size = physical extent size * number of extents. Generally though you'd use -L «size» because that does the math for you, and let's you specify human-friendly sizes like 10T
I'm not sure what you mean by "volume extents", unless you mean the same as the above. Or maybe you mean the length of a physical volume in extents, but that'd also just be another way to specify the size.
What you should care about
At 36TB, your sdb is very unlikely to be a plain old disk. You should find out its alignment requirements and make sure you get everything aligned correctly. This is easiest if data_alignment_offset_detection (see man 5 lvm.conf) works in your setup—then the LVM tools will handle this all for you. Allocation (of a logical volume) is done in entire physical extent chunks, so you probably want the PE size to be a multiple of your alignment size. But at 4MiB, it probably already is. Misalignment will kill I/O performance, especially of writes.
You should also ensure that you're using an appropriate RAID level for your workload. Consider also battery-backed cache.