A Niger would be okay in a 40 with damsels, just make sure its a juvey and not an adult, (dont want any bad habits to come with it)
Lunar Wrasses are beautiful, but will outgrow that tank in a real short time and will dominate that tank, kill all your cleanup crew especialy shrimp!
A very good fish, reef safe and all and will not be bullied by damsels is the Arced Eyed Hawkfish, colorful, a swimmer, will eat anything it can fit in its mouth ie cleaner wrasse, some psuedochromis (small elongated fish) but will leave the rest alone and grow with them if put in as a juvey.