Changes proposed in this PR:

Adds changelog for 0.4.0 updates

How I've tested this PR:

How I expect reviewers to test this PR:

Checklist:

• Tests added if applicable
• CHANGELOG entry added or label 'pr/no-changelog' added to PR

  Run CHANGELOG_PR=<PR number> make changelog/new-entry for guidance
  in authoring a changelog entry, and commit the resulting file, which should
  have a name matching your PR number. Entries should use imperative present
  tense (e.g. Add support for...)