I see in stock at various places, Jamison brass in calibers like 40-70 Sharps Straight, 40-72 Winchester, and 35 Winchester, that could be formed and trimmed to 30-40 Krag length. 35 Win would be the easiest, might need an intermediate 8mm die of some sort. A bit rich for me at nigh a buck and a half each. The .070 thick rim of the 40-70 might be a bit much for some rifles. Jamison has an online store of their own too.
(You need to Login to view media files and links) Hmm, 405 Winchester at a more reasonable price. I have made 6mm/30-40 Ackley improved from Hornady .405. I made one, sold the rest of the brass, I saw it could be done, and without fancy forming dies.