Well, the latest software version for HPE Comware Software Version 7.1.070 is R7557P03: your system, running on an uspecified HP Comware Software Version 7.1.035 release, should be an old R2105 (patch level doesn't matter)...probably something around Year 2013.
From Release Notes it's easy to see that Comware 7.1.045 line started with software release R2111...up to actual Comware 7.1.070 line (R71xx and R75xx).
A lot of things were changed/improved/introduced between a R2105 and very latest R75xx...so you should check Release Notes documentation of any initial/final R2105, R2111, R71xx and R75xx in order to understand if your actual running configuration (in terms of Hardware and Software) will be compliant with known restrictions, feature updates and upgrade guidelines...that to understand if the upgrade is going to be problematic or not...each relevant software update along the upgrade path carries important informations on its Release Notes...those ones are worth reading IMO.
It isn't expressly required to to use any interim release to reach the very latest software release (you're on Comware 7.1 in any case)...even if, probably, would be a good idea to move step by step along some major newer software releases belonging to near versions (I mean something like: R2105 -> R2111P01 -> R7170 -> R7523P01 -> R7557P03) just to test any step before reaching the very latest.