I remember seeing an announcement a few years ago from FN that they were introducing conversion kits for the FNS that would let you change a 9mm to 40S&W or vice versa. I have never come across any.
The slides are different, presumably to be able to use the same recoil spring so I don't think would. The 9mm slides are milled about on the side in front of the ejection port.
There is a difference of .028" in the nominal rim diameters (9mm and 40 S&W). This would place .014" difference on either side of a chambered 9mm cartidge rim using a 40 S&W breechface on the slide. Kimber, Block and a couple others use 40 breechfaces for both 40/10 and 9mm Luger chambered pistols. With aggressive extractor tension I could see this being a problem. I don't know the particulars of the FN so couldn't fathom a guess.
I've followed the platform and don't remember seeing anything about the kits.
There really aren't a ton of spare parts out there and FN already brought out the 509. I'd be surprised considering the lack of support for the FNS that they would put out a caliber kit.
The FN FNS Combination Kit is available in either 9 mm or .40 S&W. The kit, which contains a slide, barrel, spring and magazine, allows consumers to change the caliber of their FNS-9 to a .40 S&W or their FNS-40 to 9 mm without modifying the firearm. Each kit is packaged in a nylon cordura soft case. MSRP for 2013 is available upon request