I can't follow your description and don't have the official instructions handy, so my best guess is that you are confused by the same part of this process that has confused many others:

After you press the key on the 8040 to which you want to learn the signal, you should immediately press the key on the original remote from which you want to learn. (The two remotes should be properly aligned on a stable surface before you press either key).

Many people misinterpret the instructions to think that they should wait for the 8040 to do something after they press that 8040 key and before they press the original remote key. That is incorrect.

Also it is normally best to hold the original remote key pressed all the way up to the double blink (or failure blink) from the 8040. Try that way first. But in rare cases a very short press of the original remote key works better. Try that if the long press fails.