I don't know of any way to migrate configuration from D2X to a D4 except as a manual process. Nikon made changes to the focus logic so you should play with those settings. I never write down my settings but can fairly quickly scroll through the menues and recall what isn't set the way I prefer.
I like the VR implementation in VR-II. It feels less clunky to me on start-up and shut-down. The lens is different optically but in the end the optical differences are not an issue for me - the VR improvement was appreciated. I wouldn't upgrade for the optic differences. The vigneting on your current lens is easly fixed in post and thenew lens isn't perfect either.
Thw 14-24 is an awesome lens. It doesn't mount filters. Lee makes a dedicated ND-Grad filter mount for the lens but production seems slow. I'd opt for the 17-35 if filters are important. I've never had an issue protecting the front element. Use the lens cap. Take the cap off to shoot; keep it on between shots.
The difference between D2X and D3S was huge. I shoot at ISO3200 a lot more than I thought I'd ever need. The cost (noise, loss of dynamic range) is so low in the D3S that it is better to jack up ISO than to risk camera shake. I do a lot of sports and PJ type shooting so tripods are not always an option. Tripods don't stop subject movement.
I'd love to jump to a D4 but the D3S is good enough. NAS hasn't hit me yet.