Al Merriman: It sounds to me like you do not understand how K9AY Loops are supposed to work.
These loops do not give the classic "Figure 8" pattern that you get from small inside the house tuned loops or larger fixed loops mounted outside.
K9AY Loops give instead a cardiod pattern - a deep null in one direction and a major pickup lobe in the opposite direction. This is the same type of pattern you would get from using terminated beverages or long longwires or from a phasing unit.
The biggest difference between K9AY Loops and a terminated beverage/long longwire is that the K9AY's have a much broader pickup lobe.
Although there is some rejection off the sides by the K9AY's it is only on the order of 1-2 s-units which is nothing like the deep nulls which you get off the sides of beverages, etc.
Of course there is one additional advantage - it takes a hell of a lot less land to install a pair of K9AY's than a bunch of beverages!

Mauno Ritola: Would it be any better if I simply put wires of 40 metres instead in each direction? Would I be able to utilize the K9AY electronics with these, maybe with minor changes inside?

Al Merriman: The above will not work - the K9AY setup works with loops only.
I think you need to spend more time with the antennas keeping in mind the way they are supposed to work.
If after using them for a bit longer you still are not satisfied with their performance I would suggest that you contact Andy - it may be that there is something wrong with your setup.
All I can tell you is that I'm delighted with the performance of mine and every one that I show them to says the same thing - "I want one of those!"