Hello Craig and welcome to SGL.
I would suggest you remove the focal reducer for now, then put the star diagonal into the back of the scope, then put the 40mm eyepiece into the star diagonal, that will give you a magnification of x50.
Next, during the day point the telescope at a distant noticeable object a good mile away or more and look through the eyepiece and SLOWLY go through the entire focus range, clockwise and counter clockwise, this should at some point come to a focus - make sure you are not pointing the scope at the sky though or it will not work.
This is just to get you used to finding a focus point, this will need changing under the night sky as objects are further away.
What is the make of the star diagonal you are using ?
Also, do you have a local Astro club who could give you advice ?