Then I sent 40 sat to a receiving address of this last cold computer hoping that the amount would appear on the first hot computer. The transaction is confirmed by bitcoin explorer, but nothing appears on the hot wallet and I wonder why.
Are you sure you sent 40 satoshi? That's smaller than the dust limit and such a transaction should be rejected by the nodes.
For segwit addresses, the dust limit is 294 satoshi and for legacy addresses, that's 546 satoshi.