You can quite easily build a 35W HID with an MR16 HID globe if you want to...but my point is why would you go to all that trouble when there are better and cheaper solutions than the MR16?
Here's an earlier MR16 35W HID torch built using plastic plumbing parts, a plastic pond light, and an Otterbox. I stopped diving with this light years ago given a vehicle HID with 100mm diameter collimated reflector eclipses the MR16 hands down (see beamshot comparison above).
In answer to your question about the sourcing a H3 reflector, you need to look around for the halogen torches. The two in the next photo are from a cheap $10 Chinese 6V incandescent torch that I found in a hardware store. I kept the reflector and everything else went in the bin. 100mm diameter and focussed to a spot. You don't want to go larger than 100mm because it displaces too much air and you need to start adding ridiculous amounts to lead to keep it negatively buoyant. I have tried 125 and 150mm diameter reflectors but they become way too unwieldy underwater, and too heavy above water.
Here are three examples of H3 auto HID globes in 35W rigs; a 100mm reflector on the left, and a 150mm reflector next to it. The 150mm needed a small dive belt to keep it down. The right hand photo is a 125mm car spotlight with no more than the seals gummed-up for waterproofing and the back of the reflector painted for rust prevention. Again, it displaces too much water...too buoyant. You can add lead to the inside of the housing but while that makes it negatively buoyant it still always wants to point to the surface, and it became all too hard.
100mm diameter reflector is a good trade-off between maximising light and unwanted buoyancy/bulk.
If you are replacing an incandescent globe and you want a spot (collimated) then you will need to play around with the seating of the HID globe to get the glow spot in exactly the right position for the refelctor. The H3 HID globe will likely be out by about 2mm. You also might want to use a 5mm+ synthetic lens like Perspex or Lexan with these large unsupported diameters. Convex tempered glass to the outside water pressure works, but only to a certain unknown depth and then...'lights-out!' At least with synthetic you have more peace of mind.
If you want a brighter light than a 100mm 35W then I recommend not to go a wider reflector, but a more powerful HID. But there is a point when it all gets too big and unwieldy.