1939 Deluxe front fenders are different from 1940 Passenger, but 1940 fenders do fit (and were sold as replacement fenders by Ford in 1940). The perimeter of the fender (grille to hood, to cowl, to running board, around the tire opening and back to the grille) are the same, as is the perimeter of the headlight opening. The significant differences are in the "cutout" for the headlight and the "valley" between the center of the headlight opening horizontal to the grille (about 3/4" deep on 1939 and 1/4" deep on 1940). I have seen some conjecture that suggests the change in the valley may actually have occurred in late 1939. As long as you have a pair very few people will see any difference.
1940 Standard and 1940 Deluxe front fenders are the same.
1940-41 Pickup front fenders differ from the 1940 Passenger in the fit to the cowl and running board.
Your "as delivered" photo appears to show 1940 deluxe headlight rims. Are these the ones you are having problems with? If not, and they fit and you have others that do not there is your problem.