Thanks Phillip for all that information. Nice photos and nice cat, btw.
Just for the sake of it, however, I contacted Nikon France regarding the file numbering scheme issue, and much to my surprise I got a very quick answer from them, asking for a phone number where they could call me. We had a chat and made a few tests, and the lady I was talking with, admitted the camera's behaviour was not consistent with the documentation, and told me she would "escalate" my call so that in future versions (and provided I'm not the only one reporting the problem, I suppose) the doc or the firmware would be corrected.
Kudos to them for, at least, their excellent Customer Relationship Management.