Taken down completely, both to reduce windage and to avoid damage to the curtains themselves. 15 minutes of work is a small price to pay to avoid having to replace busted curtains.
in a storm situation I would take them off. however, they can take 40 mph wind because they can take your boat going 40 mph for extended period of time while being down.
Just be sure 35-45 is the max winds, and not the forecast sustained winds. Lots of storms will have gusts significantly higher than the sustained. We had gusts here into the 90s, even though the max sustained were in the 50s and 60s.
Also...If you decide to not leave the curtains zipped in place take them off. If you roll your curtains up in a storm and leave them that way you will get moisture with salt and sand between them that will chafe. Then after the storm the heat from the sun will cause hazing and discoloration. Never a good idea to leave curtains rolled up for anything but a short ride.
All, I decided that it is best to have the curtains up. We did get wind gusts to 70. I didn’t want to take that chance. I will bring them down again tomorrow.