Gidday
I have LUN 0 showing as the chassis of the MSA2040 as well. The trick to preventing it clashing with storage LUNs is to use explicit mapping for the volumes and start the numbering from 1, that way 0 is unused as the SAN uses it for the controllers, but be sure you set the system "Missing LUN Response" option to use its Illegal Request setting to prevent it skipping some LUNs.
Be sure to shutdown the host server first. Then log into either the controller A or B SMU. In the View panel, right-click the system and select
Configuration > Advanced Settings > Cache and change the LUN response from NOT READY to ILLEGAL REQUEST then click Apply and Restart the host.