The only difference between a CZ-40/Z-40 mag and the standard CZ-75B .40 Mag is the base plate. If you could ever find some 40B base plates you'd be home free. The regular .40 mags work fine, but just don't look right in the grip. (Compare the base plates and you'll see the obvious differences.) I had one of the 40B, and it's one of the few guns I regret trading away. (I've since gotten comfortable with .40 S&W, but wasn't back then.)
Some years back when the .40 versions of the CZ was first introduced the CZ .40 mags (I had one back then) and the CZ 9mm mags all fit in either gun properly, but the .40 mags wouldn't HOLD/RETAIN the 9mm rounds properly -- I think the gap of the feed lips was too wide. I don't know if that is still the case; CZ has had a lot of years with newer .40 models.
(I've had a number of .40 guns with 9mm conversion barrels, and the only problems I ever had with any of them when shooting a 9mm round in a .40 gun using a .40 magazine and a 9mm conversion barrel was with some hollow point rounds: some of them would bite into the feed ramp because the 9mm rounds (in a .40 mag) hit the feed ramp differently. I got 9mm mags for those guns.)