I'd give the HT a try and see how well it works out for you and your tools. I had a bad experience with a piece once. It was easy to cut with a saw and file, and the lathe did fine turning it. But the tired marginal import knee mill at TechShop (a defunct makerspace) had some challenges. The mill would shudder and buck, and the tool would bounce in the cut, ruining it. I tried to anneal using a torch, but due to the size of the part, that was challenging, even with the help of a can of vermeculite. Heat treating anything of a decent size with a torch is no fun. I eventually completed the cut with a cobbled together ghetto end mill which was made with some TIG welding and a cobalt lathe bit, but things were still pretty chewed up. The project was not successful and ended up in my box of shame. I would have been very sad if I had stockpiled a few hundred dollars of 4140 HT. Looking back, using a decent cutter and a decent mill would have probably worked, but I mainly use 1050 or A36 now. The mill situation went downhill at TechShop until pretty much none were working. Many people lost more than the cost of a milling machine on sunk dues when the doors closed. Maybe I'll try the 4140 HT in the future when things are better. I have heard that a good 3/8" carbide end mill in a decently rigid machine works much better than Harbor Freight "gold" sets in a dodgy import mill.