I'm not sure why a relationship with a welding O2 supplier would be advantageous. To avoid questions that I could not answer, I have always preferred to make my dealings with them as superficial as possible. If asked anything, which has been extremely rare, I would say something like, I'm just picking it up for my brother-in-law who is out of town and wants to do some welding jobs quickly as soon as he returns, or something that gets me off the hook from knowing anything. Their job is to sell stuff -- for the most part, they have seemed to be as uninterested in actual conversation as I am.
Maybe a relationship will help you get them to fill your tank rather than insisting on swapping it out. But I doubt it. I think they either will or they won't. And (a) with a large tank, you're not going to be going back often enough to really build a relationship, unless you're using the 40 cu ft a lot; and (b) at least at the places I go to, there are several people working there, so you're not likely to create a relationship with any of them.
Whole different thing with medical O2, when the delivery guys can do you lots of favors.
Two things discussed a lot here that also help with migraine (I assume you also have CH(???)) -- the D3 regimen and busting.