What shows up on the workbench when you put the floppies in? DF0:

, DF0:BAD, or DF0:NDOS
It doesn't really matter but as long as one of the above is showing, the drive is recognizing the disk (unless you've installed something to keep unrecognizable disks from showing up on the workbench. For example, DOpus Magellan hides NDOS disks) You should still be able to format DF0: with the format command or menue item as described above.
What error message do you get when you try to use the format command from CLI?
Also remember that the A4000D has a high density drive. If the disk has the appropriate hole, AmigaOS will expect it to be high density. If you've formatted it as a double density disk with an A2000, you'll have to cover the hole with tape for the A4000 to recognize it.