Heating wire filament with low voltage / amps
According to the wire resistance calculator found here http://www.cirris.com/testing/resistance/wire.html

The resistance of 3" of 40awg copper wire would be  0.262 ohms or just over 1 ohm per foot.    

If you hook that to a 3.5V power supply, it will draw over 13 amps, not the 2.11mA you mention. You would need in the neighborhood of 1600 FEET of 40 awg copper wire before your current draw would approach 2mA

40 awg Nichrome wire is approximately 70ohm/foot according to this page
http://hotwirefoamcutterinfo.com/_NiChromeData.html
You would only need about 23 feet of this, to achieve 2mA of current from your 3.5V supply.

Your numbers are way out of the ballpark.