I replace the gauge and pressure switch which was already set to 20 40 psi, I set also the tank air to 18 psi, when I power on the pump, it will not cut off and the gauge stays at 35, when I manually off the pump, it will not goes down, It means no leak in the line. Why the pressure will not reach to 40?

This seems to me to be the most common well complaint we get, and in some ways the most difficult to diagnose from a distance. Basically, the pump will not get up to cut off pressure. Some possible answers are: 1. A leak in the wellpipe, especially if the pump is in the well. 2. A drop in the water table which makes it difficult for the pump to get up to 40 psi. 3. Pump beginning to fail.

Agree with John.
What was the reason for replacing the old switch and gauge?