Just a little food for thought.......The marking of the slide itself is not the important part. The important part is whether the spacing between the slide and rear of the barrel is wider (like the 40). It could very well be a 9mm slide thats just wrongly marked (as it sounds).
Post a pic that looks like this, and i can tell you whether its actually a .40 Slide, or just a 9mm SLide thats been wrongly marked.