I have used a 61 key Roland A-800 Pro controller with vArranger and have found it to be outstanding with many controls that vArranger allows you to program. Based on my experience I would look at the Roland 88 key version and see what controls are available.
I have heard it is easier to control the SD40 from the module's screen rather than with using a controllers controls. But I have no personal experience with the SD40. Perhaps AJ could respond to this.
Deane