Given that Subaru have
* decided on the 0W20 lubricant;
* then very helpfully decided to neuter the engine before the lubricant can cause trouble while within it's performance envelope.
You are in a little bit of trouble when tracking said engine.
Short, as CATERHAM has offered, of redesigning the lubrication system, which isn't always the best idea when under warranty.
Problem then is that if you increase the viscosity, you increase the lubricant operating temperatures, and then will hit the neuter point even earlier.
Throw some examples into the calculator (you are a bit stuck for exact bearing dimensions, but can draw some interesting results.
http://www.tribology-abc.com/calculators/c9_3.htm
Use 40mm diameter, 20mm length, 0.04mm clearance, 6,000RPM, and viscosities (HTHS) of 2.7 (0W20) and 3.8 (0W40).
Temperature rise across the bearing is calculated at 17.9k in the former, and 25.1K in the latter...so the thicker will have a frictional rise of around 7C more than the 20...you will hit the neutering temperature quicker with the 0W40, even 'though you will have a massive (oodles) greater film thickness (more protection) on the 40 than the 20 at that point.
BTW, the 40 will cost you around 45W (less than a low beam filament) per bearing under those circumstances...a full half a horsepower on the crank and mains...not sure how many percentage points that is on the engine in question.
So you have a conundrum.
The 20 ISN'T designed for ultimate protection, as evidenced by the fact that the engine in stock form can outrun it and requires Subaru to limit power output times duration to limit damage.
A thicker oil will trigger this protection system earlier.
Short of redesigning your oiling system, I'd be inclined to run thicker stuff, and see if the temperature limits DO kick in in your usage and review from there.
BTW, the insurance comapanies in Oz send "field operatives" to car shows and races. Car shows, they check the actual condition of the cars that are there (can quote on registration numbers if they have pics), and to see who's racing, and match damage and deny claims.