Arduino Nano and WS2812B adressable leds.

"My arduino will have to supply 3.6A on the 5V pin,"
and we all know that is not possible.

Get a 5V, 4A supply.
http://www.mpja.com/5-Volt-DC-Plug-Power-Supply-4A-Regulated/productinfo/18520+PS/

and a connector if you don't want to cut the end of the power cord off:
http://www.mpja.com/55mm-OD21mm-ID-Chassis-Power-Connector/productinfo/18549+PL/

This one comes with micro-USB B adapter cable. Not really a help to you, but nice to know it exists.
http://www.mpja.com/Raspberry-Pi-4A-Power-Supply-and-Adapter-Cable/productinfo/32498+PS