I think "s.d." in this context stands for "stage direction." This is because each footnote refers to the Act, Scene, and Line numbers of William Percy's play "Mahomet and His Heaven." So, for example, footnote 37 reads "Ibid., 5.4.6." which I take to mean "Mahomet, Act 5, Scene 4, line 6". Therefore note 40, which reads "Ibid., 5.13.129, s.d.", I think means "Mahomet, Act 5, Scene 13, line 129, stage direction."
I base this on a similar note in James Morwood's translation of "Euripides: Medea & Other Plays", published through Oxford World's Classics (1998); the note on p. 181 to line 87 of Euripides' "Hippolytus" begins with s.d.; and it refers to an asterisk in the stage directions on p. 41 (the text of the play itself).