I'm going to move this over to the Black Mage section, but that level range I actually would solo Summoner Elementals in Castle Zvahl Baileys right at the zone to the Keep. There's at least one Summoner that spawns near there, and you can pull the elemental into the tunnel and stairway leading to the Keep. If you absolutely need to, you can make for the Keep if you get aggro or anything (since there's also an Ahriman there that roams somewhat close to where you'd need to pull from), but if any of the Demons aggro you, then you'd basically be screwed due to how quickly they move.
If you want to go the Grounds of Valor route, I think one of the most suitable ones for you would be Page 6 in Maze of Shakhrami, since that'll take you up to lv. 43 and involves a number of worms, which you can easily solo on Blm since they're stationary.
As for subjobs, at lv. 40 none of them really give you too much over the others. At 42 you can sub Rdm to get Gravity, which makes fighting them a bit easier, but in general, at 40 nothing's going to give you too much of an advantage over anything else.
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