[Chief...]

I don't have a HD5 but pretty sure that there should be a separate fuse holder for a 40A fuse (two if you have power steering). Did you check those?

Here's a picture where they are located on my HD10

 

[wseemann]

The 40 amp fuses there, are for the accessory posts under the dash. 1 for the hot post, and 1 for the switched post.