Given the weight of the E-flite advanced, I think you'll pretty much have a rocket on your hands with an O.S. .40. :-) Power won't be an issue. The only thing that potentially could be an issue is room on the firewall and the ability to mount the .40 sized engine. I only say that because it looks like a .40 might be a tight squeeze but, I've never looked at the kit so it's only my opinion/insight.
Be that as it may, I converted an E-flite Piper Pawnee using an O.S. .25 and it had plenty of power going for it and the weight of my Pawnee was equal to your Advanced25e (Piper Pawnee - 4 - 4.25 lb (1.8 - 1.9 kg) vs. Advanced 25e - 3.70 – 4.20 lb (1.70 – 1.90 kg)). So I think you'll be fine with a .40. Post pix when you get the mod complete!