Where can you find information about a J Stevens Arms Model 39A?

The Standard Catalog has a comment (quoting from memory, so not exact) "Stevens made a variety of bolt action repeating shotguns between 19xx and 19xx", then lists several model numbers. I'm pretty sure that 39A or at least 39 is in that list. Forget the idea of rechambering for a .45LC. Your barrel, bolt lugs, etc, were designed to withstand a certain pressure. The carrier will also jam with shorter cartridges. If you want a rifle, buy a rifle.