On a flux core wire as you weld flux can and will enter your base material "your hole "or spot left unfilled . Flux core has its place but not really accepable results on 040. as the thinnest wire is .035? 030 maybe .
Ideally .023 wire co2 @ ~20psi~ or other inert gas amps /current set as low as you can . The inert gas is the flux so no flux contaminate in the base material.
oxcy/acly gas welding can be done on 040 with a small dia . tip & regs balanced at low pressures but warpage can be an issue when welding rails in