I'm not sure I can help with your situation or not, but I recently had upload problems myself. They appeared out of the blue. I reviewed the following articles:

http://thesqldude.com/tag/mdw/

http://support.microsoft.com/kb/980497

The first article is a very nice accumulation of various problems and some resolutions. The second article applied to my particular situation. When I opened the properties of Data Collector, there was no default path to the *.cache files listed. I set the troubled instance paths to X:\MyDataDrive\MySQLInstancePath\MSSQL\JOBS\UtilityDC and wahlah...it started working again. I'm not sure what caused the original problem because it was working fine.

Lastly, depending on what version of SQL you are running, you are limited to the number of instances you can enroll. You'll need to confirm these numbers, but I believe it's 25 enrolled instances for Enterprise and 200 enrolled instances for DataCenter. Not sure which you have, but you mentioned having 40 enrolled instances.

HTH!!