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Are you familiar with the Nyquist theorem? If you sample at 40 kHz, you see *every* wave below 20 kHz.The frequency is 5th harmonic that is 5khz for 1khz fundamental. If the sampler doesn't see the peak, it doesn't measure the 5th harmonic.
It occurs 4 times in a cycle but not in full cycle, the FFT sees half cycle after the beginning and half before the end.