I've been running a MDS (single domain) since it was GA, I needed to install the ongoing Jumbo, as I ran into a Policy install issue that was solved in the jumbo.
That said, there are very little problems I have seen so far with R80.40, I have a Global Policy which also works fine.
Next to that you can always use this method to setup a R80.40 MDS
Create a new VM
Install R80.40 on it
run mdsstop on old MDS and change the IP to a free IP in the same network
Run the export on the old MDS
In the mean time set the new MDS to the original IP of the old MDS
Run the FTW and setup the MDS
Move the export file from old to new MDS
Import the R80.20 MDS export file
Run mdsstart on new MDS.
Regards, Maarten