Not sure I understand the question. Here are the titles for 039 to 043 as listed in the OP:
Opiumud-039 Outdoors Hell Knight
Opiumud-040 Corrupted Flower
Opiumud-041 Ingrid 7 days keeping a diary
Opiumud-042 Bounty Hustler Queen Rush!!
Opiumud-043 The Beginning - The Collapse of the Black Castle
Near as I can tell, that's it. 040, Corrupted Flower, clearly follows on from the other FF7 "doujin" movies, though it is not actually named as such like they are. 041 doesn't have ANY in movie credits/titling, but also clearly follows on from the 039 Hell Knight movie, which also presumably follows on from the earlier Taimanin movies, though it's not like those have a strong continuity. Again, it's not titled like earlier ones are as "Taimanin Doujin 4.0" or anything. Haven't really watched any in awhile, but I think 42 is separate from any earlier DOA movies? 43 is the first Kuroinu work too, I think, so also isn't (yet) in any series.
To be clear, none of these, save 040, have any labeling directly linking them to anything as a series. And again, 040 doesn't directly label itself as a chapter like the previous movies did, merely showing montages of them in the opening and saying it's a continuation.