The IXJ airport is quite small. Sometimes I even think my flights are going to hit a wall there right next to the terminal building.

When pilgrimages are at their peak, some of the tour operators arrange for luggage storage, but there's nothing full-time in the baggage claim area and nothing in the check-in area either that seems to be a general public baggage storage area for the public, even arriving or departing passengers.

The IXJ airport is one of the designated higher security level airports in India, so I doubt they are going to want an in-terminal baggage storage area that is accessible by members of the public besides those ticketed for the day they are attempting to access IXJ terminal building. Even ticketed passengers don't ordinarily have locker/storage facilities there.

I would suggest trying one of the hotels around Jammu, preferably one you'll be staying at or checking in and out of just for purposes of storing your luggage. Even that cannot be counted upon however around IXJ. It can be done far more reliably around DEL, but your issue in DEL is going to be timing.

[The international terminal at DEL used to have a baggage storage facility, but I am not sure if its current status is that of being open again. I do doubt you want to trek over to the international terminal on such a short transit. ]

40 minutes in DEL isn't enough time to find a place to store your luggage in or around DEL at the domestic DEL facility even if there were to be one there.

No airside lockers at DEL domestic that I recall seeing, and none at IXJ.