You know, that iSCSI need different SPF's than FC?
If you have already changed the SPF's try this:
Use the set host-port-mode CLI command to set the host interface protocol for MSA 2040 SAN host ports using qualified SFP options. MSA 2040 SAN models ship with host ports configured for FC. When connecting host ports to iSCSI hosts, you must use the CLI (not the SMU) to specify which ports will use iSCSI. It is best to do this before inserting the iSCSI SFPs into the host ports.