I always start with my usual disclaimer. I an not an expert on this stuff!
The primer pocket is only so deep so I can't imagine seating a primer "too deep", it can only go in a certain distance and bottom out. The believe the .40S&W is a straight wall cartridge and headspaces off the case mouth so unless you have trimmed them down a lot they should all be about the same length and the headspace should be fine.
Congratulations and be careful.