PyGtk3, No Module Named gi, on python3.5 on Windows

[snippsat]

I can't install python3.5 to msys2

You don't install python3.5,it's get built. 
In this link same approach,you can build for only Python 3.5.

If you develop in Python 3:
pacman -S mingw-w64-x86_64-python3-gobject

Not using pacman and build this yourself(Visual Studio) can be nightmare.
The size will be somewhat large anyway,PyGObject(GTK 3+) has dependencies of at least 20 libraries.
Look at this blog.

Up to Python 3.4 there are "exe" build here.
This is what you have used before.
It install into a exciting Python 3.4 install.

Tool over do it in a other way,they build all PyGObject including Python 3.5.