The 40V, centre tapped output would still be a little on the high-side (voltage-wise) - around 57V... you'll drop a volt under no-load across the bridge (closer to 2V under load), so call that 55VDC, and you're still above the rated supply of the 542s. It's only 10%, but I'd guess the drivers wouldn't last as long as you might otherwise expect (unlikely to go Bang, but more likely to fail after months/years of being stressed beyond the design limit).

The main problem is for me to understand the label for the 20-0-20 winding. I'm inclined to think the "2,5/8" refers to an asymetrical current capacity - unusual, but not unknown, of 2.5A on one tapping and 8A on the other. This would limit the current draw for a 40V RMS supply to the lower 2.5A, which feels a bit on the low side for what you're trying to use it for.

Can you see the copper winding leading to the terminals?, if there's an 8A and a 2.5A tapping then the 8A should be evident with a heavier gauge wire. There's then the prospect of creating two 20 V supplies - one at 2.5A and a second at 8A, which you could balance across the steppers.

But, you're throwing 80% of the transformer capacity away, it feels like a bit of a waste!