Ive ridden lots of gravel in Denmark/Norway (full touring load) with 32mm Marathon. The tyre performed well but the size was too narrow. It should work just fine in a 35-38mm size.
I only experienced one flat from a flint shard (not a rock you find in Iceland). I was able to ride up some very steep gravel trails and control the descent (with care).
The Marathon Plus will be more resistance BUT I'm not sure it is necessary and it is a notoriously tight fit to most rims and quite a bit heavier.

Tread on bike tyres is only of use on a loose surface such as gravel roads.