Is your GSP a baby still, or is he bigger? Juvenile GSP's are typically housed in fresh water and slowly introduced to brackish water when they get a little bigger. I started mine in brackish water when he was about 1.5 inches body length. I slowly increased the salinity by .002 every 3 weeks, and he is now at a moderatly high salinity of 1.009.
GSP's need much higher salinity than Figure 8's. The two of them will probably be ok together in your 40g for a while, but eventually you will need to get your GSP his own tank of at least 35 gallons (I keep Pickle in a 36g bowfront tank by himself) due to the salinity differences they need as well as agression. GSP's are said to be much more agressive than Figure 8's, and from my experience with them, I believe that to be true. As he gets older, he will probably show much more agression than he does now. Pickle is an only fish in his tank, and he is incredibly agressive. He takes out crabs and crayfish quite a bit bigger than him. His belly does turn dark when he is mad (like after I re-arrange his tank or do a big water change), but he quickly whitens back up.
best of luck with your little guy.....keeping a brackish tank is more work, but they are such cool little fish!