My pup knows and does (85% of the time) come, drop it, sit, down, shake, and stay around 9 1/2 weeks but 40 minute walk for that age is a bit much. Mine's going on 12 weeks and we've only briskly walked him for about 10 minutes, then made him run after a toy in the room until he didn't feel like running for a toy anymore.. then he'd just play on his own and eventually lie down and sleep for a bunch of hours. Also, I wouldn't take a pup out much until he's fully vaccinated..
He chews on everything.. I just tell him no and put something he can chew on in his mouth. Gotta keep an eye on him a lot of the times. He likes to eat fluff and socks. :\ I usually just tell him NO and he stops what he's doing and goes onto the next thing I can tell him no to, lol.
I don't fully rely on treats when he does something I want him to do. Before, I did treats consistently with the clicker.. then slowly faded them out/replaced a treat with vocal praise (yes, good boy, etc.) he can do sit, stay, drop it, etc without treats now.
With the stay command, like yours, he doesn't always stay.. or he breaks stay. Again, puppy attention span. I tell him 'no' when I see him break, and he usually goes back into the down position right back into stay mode.. I repeat the word 'stay', then I wait a few/take a few steps, click, reward. It takes a lot of consistency and patience, but they'll understand when they're older.
Puppies have a very small attention span and they get bored of repetition over a long period of time, so don't expect them to drop what they're doing and listen to your every command.
I literally only 'train' him for about 5-10 minutes a day, twice a day.
When I take my pup out of the crate, I immediately take him out to potty.. strict potty. He potties, we go back in, and he'll play on his own or try to get me to play with him. Doesn't slow down either, but if you're stuck in the crate for XX hours and you've been doing nothing but sleeping, it's typical you're gonna be full of energy.
For getting accidentally caught by his mouth, I dunno if even what I'm doing is right, but I tell him no and keep the toy out of his sight until he kinda 'calms down'. He'll sit and look at me.. then I initiate toy play again. I'm feeling he'll eventually get the idea that if his teeth touches my hand, I won't play. He's actually been better at not mouthing on me regardless. He can play around my feet and hands and he almost always never catches my hand with his mouth.
I haven't given my pup a bath yet.. he hasn't needed it since he hasn't actually been outside much or gotten into anything gross/dirty.. but he is starting to smell, so we're thinking about giving him his first bath really soon.. just to tone down the stink. We tried the pup wipes and those don't do anything. Vet says it's okay to brush, just don't use the chewable toothbrushy thingies they can eat.
BUT all in all, stick with a few basic commands that aren't too complicated. Sit, stay, down, shake, leave it/drop it, and come are pretty basic to me.. and I feel like it's enough for a pup that age to know or at least start knowing. When he grows, he'll have a better attention span and he'll actually want to please you by doing what you're asking. I plan on sticking mine in obedience training and socialization with people and other dogs once his vaccinations are good to go. I'm no professional, but this is basically what I've learned here on these forums and from watching this dude on YouTube (Training Positive). He has a lot of good obedience training tips and lessons. X: