It not so much about the weight as their condition.. A pen full of lean 40kg lambs won't get the same price as a pen full of 40kg lambs with a good cover of fat.
My ideal time to send lambs off is when they have a decent cover of fat and are around 40-42kg. I do struggle to get fat on the ram lambs over the winter months though, even when feeding them, so sometimes they can be 42kg, but a bit lean, feed them up and they get to 45kg but still lean, so they end up as being 50kg with a decent layer of fat.