Jim, I don't own a D4, but I do own a D3S so I have experience with Nikon's two card slot pro bodies. I believe the D3/D3S/D4 will write to card slot 1 first if it detects two cards in the camera. If the camera is set up for NEF+JPEG, the NEF will always be written first. The NEF file will always be written to card slot 1 unless it is empty. This being the case, I believe the files are written sequentially, card slot 1 then slot 2. By default, card slot 1 on the D4 will always be the fastest of the two slots. On the D3/D3S, the card in slot 1 is always written to first even if there is a faster card in slot 2.
Hope this helps....JL
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