I just dont get why the last price didn't move up to $0.40 thats what I paid. 

The price change occurred on the Alpha Market which is a small market that doesn't form part of the pool of markets that TD recognizes and draws from to provide you info.  Its a totally lame and suspect policy since TD has no problem routing orders through these shady markets evidently....

Had you gone to the QuoteMedia page 15 mins after your trade you would have noted that the fully aggregate Ask amount was reduced by your order size and last price displayed was updated to $0.40.