Probability of Gambler's Ruin with Unequal Gain/Loss
The following paper treats your question: Gambler’s ruin probability - a general formula by Guy Katriel In this paper you will find a formula giving the exact probability of ruin for any payoff distribution. This formula is expressed in terms of the solutions in the complex unit disk of the equation p(z)=1, where p(z) is the generating function of the payoff distribution. In the example you mention the function p(z) would be p(z)=0.6*z^41+0.4*z^(-43). The equation p(z)=1 will have 43 solutions in the unit disk of the complex plane (out of 84 solutions in all, since it is equivalent to a polynomial equation of degree 84), and the ruin probability can be expressed in terms of these solutions by the formula given in the paper. Finding these roots will require numerical computation using a mathematical software (for example wolfram alpha will do it).