Hi Geoff.
The Canon 400D will only autofocus with a Canon 1.4x extender if the lens and the extender can achieve a maximum aperture of f/5.6 or less. A Canon 1.4x extender (or any other make) will add one f/ stop itself, so any lens must be f/4 or faster (eg f/2.8) for the 400D still to retain autofocus.
The Sigma 150-500mm is a f/5-6.3 lens i believe, so the widest aperture is f/5 at 150mm. Add another stop to f/5 and you get f.7.1 at 150mm, add 1 stop to f6.3 and you get f/9 at 500mm. Both exceed the 400D limit of f/5.6
You can try the old trick of taping the pins on the 1.4 extender, I tried that on my own 400D when I had it, and found autofocus with a 1.4x and a Canon 100-400 f/4.5-5.6 both erratic and very slow. However, I think the taping trick only works up to f/8 anyway, so wouldn't work at f/9 at 500mm. Some third party 1.4 extenders are also meant to work up to f/8 on some Canon models, but you would still have a f/9 problem.
You can of course try a 1.4 converter with the Sigma and just use manual focus, but if you want to use the combination for wildlife then, you might have to literally nail down your subject first