Should Prozac (fluoxetine) dosage be increased from 20 to 30mg or directly from 20 to 40.

Please ask your doc. Hi: this type of question's answer has so many variables it would be best to ask the physician who knows your history, your body size and your mental health what they think is the next best step for you.
Yes. Since I have no information about how 20 mg affected you i can't answer that. However, i usually increase by 10 mg at a time.
OK to increase to 40. If you are tolerating 20 mg without problems and have been taking it for at least a few weeks, increasing to 40 mg should be fine. Prozac (fluoxetine) is slowly metabolized, so blood levels don't change rapidly.