"Warning! - Servos generate a lot of electrical noise. The PICAXE microcontrollers WILL NOT run correctly if a single power supply is used. This is because the electrical noise will disrupt the operation of the PICAXE microcontroller, constantly resetting it.
The datasheet says that a Picaxe-40x2 can store around 1000 lines of program data. However, it also says that it has 4 program slots. So does each program slot store around 250 lines, or does each program slot store around 1000 lines?
Can you program a Picaxe if you use an adapter to connect the serial programming cable to a 15 pin serial connecter? Or could you simply use jumper wires with male headers to connect them? If so which pin needs to connect to which?