My current wallet version is 3.3.8. Each time I open it, there is a message at the bottom that upgrade to 4.0.9 is available.
At the bottom of the Electrum window, the message appears because you activated the
Automatically check for software update option in the
Electrum preferences.
I have gone through the process at least 6 or 8 times, going through the link that opens when I click on the notification that the upgrade is available and selecting Windows Installer. Each time it says that the upgrade is complete. I close the window. Each time it shows the name of the icon on the desktop to be Electrum 4.0.9 and in every place there is a record of this download it shows that it was 4.0.9. Yet, when I open the wallet on my Windows desktop and log in, it still shows version 3.3.8 with the note that upgrade to 4.0.9 is available.
Try uninstalling Electrum version 3.3.8 first. And just in case, make sure you have a backup seed from your previous wallet. Also, make sure that the OS you are using supports the latest Electrum version to be installed.
How do I upgrade Electrum?
Warning: always save your wallet seed on paper before doing an upgrade.
To upgrade Electrum, just install the most recent version. The way to do this will depend on your OS.
Note that your wallet files are stored separately from the software, so you can safely remove the old version of the software if your OS does not do it for you.
Some Electrum upgrades will modify the format of your wallet files.
For this reason, it is not recommended to downgrade Electrum to an older version once you have opened your wallet file with the new version. The older version will not always be able to read the new wallet file.