*You meant to say "stuck fermentation", not "stuck sparge".
1.040 is pretty bad, even for Windsor. I got 62% attenuation on my last batch, which would have gotten your beer down to around 1.028-1.030 at least.
How are you measuring final gravity? If using refractometer, DON'T. You need to use a hydrometer instead. If using a hydrometer, ensure it's calibrated by measuring plain water at 60 F to ensure it reads 1.000, and if not, then adjust all other readings.
What was your mash temperature (if mashed)?
What was your malt bill?
In any case, I think if you add Nottingham or US-05 or something like that, fermentation will take off again and you'll get closer to what you wanted. Try that before anything else.