Well, you are running a dimmer in combination with a LED branded "cheap as crap" - that's very thoughtful of you. Not.
Check the lamp with a regular 40W 230V bulb (no LED) first, or try to measure the output of the dimmer.
If you want to use LED, use a *branded* one (Osram, Philips, Paulmann) and use one that is spec'ed as "dimmerable" (that has a good chance of working, but still might not).