Higney85, I think your question is valid and we've strayed off a bit. You should be able to safely go to a 10-40 which should be slightly thicker than a 10-30 and will therefore provide the oil pressure increase you're looking for, especially at operating temperature and if there's some previous wear (due to mi. on the engine) and/or oil leakage.
As far as the comments re: oil being too thick... Since both oils are a 10 weight, thickness at start-up will be comparable. When hot, the 10-40 will be thicker (which is what you were asking for). As far as the comments above, when an oil is hot, the issues of concern are that it's too THIN, not too thick. This phenomenon is usually a concern at start-up. When the engine and oil are hot, this is when oil pressure drops (as you were witnessing) and thins out in load-bearing areas and extreme heat areas such as pistons, etc. where it BAKES and allows sludge formation and engine detriment. If oil flow was utmost, we'd all be using something as thin as WD-40 with a lot of ZDDP/moly. Flow is slightly slower, but so is the flow OUT of high pressure areas and as Bob previously mentions, it STAYS around when needed to lubricate vs. being squeezed out like water.
For the shear comments, the 10-40 should be more robust as it should have more of both VI's and Pour Point depressants which allow it to make the spread, all the while starting with a higher viscosity base oil, thereby not allowing for as much shear-back when used. At least this is my understanding.