I don’t remember if this is the place where there has been discussion about die sets for the 38-40 Remington going back to last year.
In short, CH4D needed a certain number to put it in line for production. I paid for two die sets to get it going.
I called today and was told it’s close to happening But. And it may be a big but. I didn’t know that the set didn't include a forming die. A sizing die yes. Someone who either has an order or wants one was asked what brass he intended to use so they could make the forming die to use that brass. 30-40 krag. And then he began to tell me all of the issues using that brass this guy was going to have. 
NowI know less than zero on a lot of this stuff. But I made my 38-40 Remington cases using a combo of 38-50 Remington and 38-45 Bullard dies  from 303 British and they are perfect. Just FYI.

I saw this post and went and pulled my book "The Handloaders manual of Cartridge Conversions"
for the 38-40 Hepburn its pretty straight forward. The book recomends .303 brass but Kraig brass will work as well. The book says to anneal the neck, expand to .380, cut to 1.8, full length size, trim to length and fire form. Not much different than making 40-60 Maynard. A tapered expander is not hard to make or source.  The cases can be expanded in one shot to .38 or you can do it in 2 steps. .35 and then to .38. Expanders can be made from Bolts that fit your dies or you can get a separate die to use as a dedicated expander die. The Lyman die that buffalo arms sells as a compression die will work well for an expander die.
Sam