Let's take your points from the top (as I still haven't learned how to quote properly thanks to the new site!).
1)Assumption=bad. Sure there could be an A40 announced in the near future (are we really nearly half way through the year? Yikes!) or there could not be. No harm in waiting, but if you want the sony a35 when it becomes available in your neck of the woods go ahead and get one. You can always try to sell it on headfi later on if Sony do release more players. As I recall it was closer to february/march time before it came out in the uk anyway.
2)IF they add bookmark features to the hypothetical A40 series I would seriously want to know why it couldn't have been added or been on the a35 series from the start. To give Sony credit they did release a couple of firmware releases right at the start (and one of them did fix an issue I had where mp3 playback was stuttering at the start of certain songs). It would depend on the form factor of the player released. If it is similar to what it is now then it could be the perfect player. For me it is so frustrating. Everything is right about it apart from that one feature for me. Size, battery life, screen response (particularly after the firmware fixes), gapless actually working, price and no bloody stupid volume knob! So if an A40 series is coming depending on price and form factor then I could be very interested in it. The A35 can become relegated to emergency back up player in my bag (because there is nothing worse then being stuck at work with no music!).
3)IF we are waiting on what other competitors are doing then it could be a long wait indeed! The other player I am mainly interested right now is the new forthcoming android player from hidiz. The downside to that one is the usual achilles heel of android players having about 12 hours battery life which is woeful frankly. I've nearly bought a pioneer xdp100r on warehouse sale on amazon this week (at least half price off) but something's just kept me from pulling the trigger. Didn't like the fiio x5-III much when I tried it either. Don't need apps, just a decent mp3 player thanks muchly. If Apple were to release either a 32 gig nano or a 128 gig touch without camera (where I work has a security ban on cameras for client confidentiality)I would get one of those and be done with. UI just works, no firmware updates required out of the box for the majority of things to work and so on and so forth. Much as I hate itunes (one of the driving forces for me getting a sony in the first place was to dump itunes!), apple hardware just works.
Cheers