A 36t large cog will be a very noticeable reduction in gearing over the 30t you have now. I would get a cassette with a 36t and see if you can make it work with what you have. Possibly a longer b-screw will work.
If it does not work out, there are plenty of 9 speed MTB RDs out there that will have no issues with a 36t cog.
For me, an 11-40 9sp cassette would have larger gaps than I would like for road/gravel use. For MTB it would be fantastic (and I always wanted such a thing back when I was running 9 speed on my mtbs).