You can definitely have a goby/pistol shrimp pair with the bicolor blenny. I have a bicolor blenny and yellow watchman goby/pistol shrimp pair in my IM Nuvo Fusion 40. They get along just fine as the goby stays underneath the rockwork with the shrimp and the blenny tends to stand on the middle to upper rockwork. I highly recommend the goby/pistol shrimp pair as it's just a very fun symbiotic relationship to witness.
I second getting an urchin as well. I have a halloween pincushion urchin in my tank and he's basically a reef tank roomba, and also pretty funny to watch. They won't hurt corals but what they will do is occasionally pick up loose frags and carry them around the tank. If it's in a frag rack or glued to the rock though, they can't really pick it up.
Definitely don't put a tang in a 40 gallon tank, especially with the stocking list you already have. It's not enough room and you're playing with fire.
Other recommendations, I think nassarius snails or a conch would be a good addition to help clean the sandbend. I have a pom pom crab that is really fun as well, but I rarely see him as he's more of a night owl.
As far as corals, you can always go the typical easy soft coral route with pulsing xenia, green star polyp, kenya tree and various mushrooms. Honestly, you could probably get some zoanthids too. I'm particularly fond of leathers including toadstools and sinularia. I have both in my tank and really like them both.
One thing I will mention to you though, my bicolor blenny nips at coral. I've witnessed him pick at green slimer, brain coral, and leptoseris, so be prepared if you get into LPS/SPS that he may go after them. Soft corals you should be fine though. Worst thing he'll do is sit on your zoas and make them close up.
