Yes, I had all 40 degrees of flaps in.
No need for full flaps on those runways with that wind. I would have done 20*, maybe 10, but certainly not 40.
If I had to guess, it was the wind check that threw you off. If you don't know how bad the winds are you tend to react better to them in more of a "fly the airplane" approach rather than flying to the winds.
PHX is an interesting area as there are no airports with a "crosswind" runway. They are all parallel runways and generally aligned with the wind. So if there's a heavy x-wind at one airport chances are they all have at least some of it.