If bridge doesn’t have vlan-filtering=yes, then none of vlan-related settings under /interface/bridge apply. Including tagging and untagging on access/hybrid ports with pvid setting. The option is named sligtly awkard, it could say something like “vlan-functons-enabled=yes” … Which means that indeed frames don’t get tagged with PVID on ingress through ether1 (and don’t get untagged on egress, but that’s not the deal breaker right now). Have a look at bridge manual for broader explanation.
The options which enforce/filter frames based on actual settings, are per-port: frame-types and ingress-filtering. Keep in mind that bridge has multiple personalities, one of them is also being a port of brdige … and some settings under /interface/bridge are about that port (and not default for all bridge ports as one might assume). More about different bridge personalities. And you have to add bridge port as member of a VLAN if you want router to interact with that VLAN. In your particular case you have to add bridge port as tagged member of VLAN 4000 (under /interface/bridge/vlan). Ditto for VLAN 42.
BTW, I find your post #3 above a bit rude. The problems you have are pretty beginner level and are addressed (this way or another) in the tutorial recommended to you by @erlinden in post #2. If you have read it (and try to understand it) before posting, you could have said so politely. If you did not read it, then …