We have 40 domains that each have high page authority and domain authority. We redirected 301 all the domains to the main website.
Is there any way in Google Search Console to tell Google that these domains are all transferred to the main website?
The GSC does have a change of address tool, but I believe you can only have one domain move active at a time, and it stays active for a long time. The best thing to do is test it.
Make sure you verify every domain with the GSC anyhow. Then see if you can use the change of address tool (cog menu, top right).
But don't worry, Google will still merge your domains as long as you have good 301 redirects in place that go from the old pages to the new pages. The tool is just an extra nudge to Google about what you are doing.
Also, Google recommends submitting sitemaps to all the domains. I think this can help Google focus on the important URLs to process.