Oy vey...don't get me started on Nikon support...anyways...
"e3:Flash Cntrl for Built-in Flash" does exactly what it says...it sets the mode for the *built-in* flash. It doesn't affect a hotshoe flash at all. CMD mode should only be used for wireless flash.
(However, it's been said that setting CMD mode with a flash on the hotshoe affects how AutoISO is processed...but I can't verify that. In any case, the reason people do this is to address their misunderstanding of AutoISO with flash, so I don't recommend it.)
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