The lowest supported firmware version for the MCX353A-QCBT (Connect X-3 VPI Mellanox adapter) is fw v2.10.0600... but I assume you probably referred toto fw 2.40.7000.and not v2.4.7000...
If so, then the fw vs adapter usage & Win2012R2 is fine and supported
However, the Supermicro CBL-0324L Infiniband QSFP - CX4 DDR cable, which is “a 2m Infiniband QSFP to CX4 DDR” cable - is not validated thus not supported with the the MCX353A-QCBT adapter
You can find all the supported cables for that adapter in http://www.mellanox.com/pdf/firmware/ConnectX3-FW-2_40_7000-release_notes.pdf
We are also using an older Infiniband.switch F-X430046 (20Gb/s). We would like to increase the performanche with a newer one, 40Gb/s or more. Can someone recommend a supported switch including matching cable? We only need 12-18 ports.
Thanks in advance