Goldorak is right of course that this is to be asked in another forum - but the answer is simple - forget it. Interlining is very questionable if it is going to happen. In that case you can only pick up the bag well after bag drop off cut off time of your 2nd flight. And 40 min is simply too short - believe even below the min connection time KLM uses themselves. Even if the arriving plane is on time deboarding and walking to the next gate is to be counted on 20 min and implies a closed gate for the 2nd flight. I usually take a full night between self-connections, and in very rare cases a lavish 6-8 hours. Simply since you are on your own if IRROPS occur and you have to factor that in.