Unfortunately, this is not possible via Lightroom mobile or web. You have to select images one by one and save it to phone gallery.
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Yes. There was a "Sync Catalog Recovery" feature added in LR6.8, for exactly this kind of scenario. Basically you create a new catalog, and in the Activity Centre (click in the Identity Plate area to reveal the Activity Centre) click on Start against the "Sync with LR mobile" option. You should then get an information message asking if you want to switch sync to this catalog in place of the old one, and telling you that if you proceed all existing synced images will be added to this new catalog.
Thank you for the response, I appreciate the support. You just saved me from having to click on 40,000 photos.