I'm still trying to get my wee brain around the concept of "compressed lossless." Don't you loose bits here and there when you compress?
The buffer in a D4 is sorta ginormous, even processing uncompressed NEF's.
An experiment seems to be in order.
I just went for the biggest files. I have learned from sad experience that it's always wise to start big, and compress only as a last step. (Sort of like sharpening...) Now in the real world (deadlines, filing on shared Wifi and the like), I may end up with some form of JPEG.
I borrowed some CF cards from a friend. 8, 16, 32, 64 GB. I expect I may end up owning a few of each. (I have 20 or so 4 GB cards from the D2X days.) Maybe use 8's for stately posed single exposure portraits, 32 or 64 for CH sports bursts.
My backup now is 32GB, same as the primary. The XQD is recording medium FX JPEGs. I've knowcked out 4 or 5 practice shots as I wend my way through the menus (plus the ones I threw away, and there are still 867 exposures remaining.