While it isn't terribly unusual for a lens/body combination to produce a result that is outside the user adjustable calibration range, the Sigma 35 f/1.4 has not been a lens prone to this in my business. I just checked my database and I have calibrated 31 of these lenses on various Nikon bodies. On the D800/800E, the maximum adjustment from the center point of zero has been a -7. That said, there are a number of Sigma lenses that require a very large adjustment, the Sigma 150mm f/2.8 OS Macro needing the most on average.
Also realize that that lens in particular has a significant amount of focus shift between wide open and stopped down a bit. Unless you are regularly using that lens at f/1.4 or f/2, I would recommend calibrating it at f/2.8 for better focus results in most shooting situations. In my experience there can be as much a 5 point calibration difference between f/1.4 and f/2.8.