Agree with Brisk.
D3940 is SAS only (You can run SATA but you wouldn't have Path Redundancy so a Firmware update to the SAS 12G Switch modules would cause All Paths Down error)
Synergy Gen10 Plus and Gen11 do offer front-of-blade NVMe drives.
There is already a Synergy 480 Gen11 4 x SFF U.3 (Direct Connect) option in vSAN ESA HCG.
8 x EDSFF option will be coming very soon.
But as per above, neither of these ESA solutions leverages the D3940 because it doesn't support NVMe and ESA REQUIRES NVMe.