I think as long as you don't overdose (as with any med) it's alright.
Aquarium Medications Part 3 | Parasite & Chemical treatments
"Finally, as to often thrown around anecdotal comments about the carcinogenic properties of Malachite Green, these are at best inconclusive, especially at normal therapeutic doses...More importantly that amount of MG used to achieve the most toxic results was 1,200 ppm fed daily for 28 days. THIS IS 24 TIMES THE HIGHEST THERAPEUTIC DOSE USED FOR FISH, USUALLY PERFOMED FOR ONLY 10 DAYS!"
That said, according to this site "Malachite green is generally much more effective in treatment of external & even some internal parasites than MB, it is generally equal to MB in cases of Saprolegnia (Fungus)."
So there might not be much of a difference if you use malachite green anyways since you've used methylene blue. But hey, it might help, they are two different compounds.
I fortunately haven't had to deal with it myself (so my info is coming from online), but have you tried swabbing directly with the MB or H2O2? Maybe you could also try one of the treatments outlined in the site below. Although they're selling their products on there, I think the info is still valid and very useful.
Fish Columnaris | Fungus & Saprolegnia | Treatment & Prevention