2 weeks in the primary at 40*f is very cold, have you taken a gravity reading? I guess it is a lager though, aging beer in a keg is no problem. When your beer is done you can transfer it to another keg which adds to the clarity of the beer, that is not necessary though
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In Illa Brettanomyces Nos Fides
hopsalot is right. That is very cold - even for a lager. It will ferment but slowly... I start mine at 46 and have it up to 50 within about 48hrs and then leave it there for 3-4 weeks. Then keg and lager.