@Jared Thanks for your efforts. I do understand the nightmare of keeping up with problems for all the myriad of devices that may connect to SGP, so I do appreciate that you have taken time to look into this one.
I updated the Nikon SDK files as suggested, but with no changes in connect behavior, i.e. first failure and then success after restart of SGP. I have also checked that the D800 camera has the latest firmware release available installed. I did not change to SGP rel 530 as described in the other thread since I am a bit unsure how to do a manual upgrade to a new release.
Anyhow, I am OK with doing a restart of SGP to connect the camera, since that seems to work consistently for me. So do not spend more time on D800 Nikon camera fault finding, there are better things to spend time on!
All the best,
Rolf J
Huddinge, Sweden