Why are you not able to migrate export? Also what about directly upgrading the machine to R80.40 (and then even to a higher version like R81.20)?
If you do decide to use the newly built R80.40 Security Management Server consider doing it in stages. Establish SIC with just one Security Gateway and install policy.
If it works properly (including logs and statuses) and you do not encounter and issue over a predetermined time frame, continue with the next Security Gateway and install policy - first on the newer one and then on both.
Continue until you have moved all the Security Gateways.