Yes, you can use a 40, 30, or even a 10 under a comb. Did you get the Andis combs? Those are affordable, for a pack of 8 different size combs, I think it's about $20. I would get the comb & lay it flat on your baby's back & see how much hair it'll catch & cut off. Then I would start w/a longer comb & work down to shorter ones, that way you can choose your desired length.
Ceramic edge blades keeps cooler but needs to be resharpened more often than ultraedge. Ultraedge blades do get hot, so be careful, but they don't need resharpening as often. Resharpening blades costs about $5~6. If you're using it only for home grooming, it'll last a life time, might not even need to be resharpened.