Last I heard, there was no 40 caliber Hornady gas check. No 40 cal check listed on their website.
You can order a 40 caliber mold cut for the Hornady 416 gas check by entering the design program in the 41/416 caliber. Standard sizing dies will likely mangle the oversize check, but it is effortless with a good sizing die.
Contact info for Gator checks:
Bullet Swaging Supply (home of Larry Blackmon's Gator Checks)
303 McMillan Road
West Monroe, LA 71291
Fax (318) 325-7034