You could add an emitter follower at the output of the opamp, to increase the load current capability.
You need adequate supply voltage "headroom" to allow for whatever maximum the opamp you choose can give, plus at least 0.7V for the emitter follower.
At 250mA through 40 ohms, 12V will be tight, but may be possible.
The approach I was thinking of, which I have used in the past, is a PNP transistor feeding power to the load from the supply and the sense resistor between the load and 0V.
Compare the sense voltage to the DAC voltage with the opamp (sense to + in and DAC to -in, and the opamp drives the transistor base via a resistor, with another resistor base-emitter to bypass any leakage.
That allows virtually full voltage across the load.