So turns out that the car definitely does not need a fender roll for 265 square! You need a 10mm spacer in the front (5mm is too small) with et35 wheels.
The upshot? Since I don't need a fender roll for 265, I will try a 285 square setup for my track wheels
Here's a crappy cell phone picture of what the wheels look like - the car is not lowered yet, I will probably be ordering a new suspension this week and take proper pictures with my camera once the rain stops and I can detail the car.