Sounds like you got 1cc and not 1/3cc syringes. You're probably better off eyeballing with the U40s and returning those 1cc syringes and getting the 1/3 cc ones - make sure they are the 1/3 cc ones with half unit markings. As Cindy pointed out they only go up to 30.
I doubt the 1cc ones have half unit markings too.
To give .4 unit of U40 insulin [ProZinc] with a U100 syringe, fill the U100 syringe up to the 1u mark. Sense I doubt those syringes have half unit markings, the next marking would be for 2u which would actually be .8u of U40 insulin.