I confirmed that my D800E apparently has a problem.
At my camera store we configured a D800 exactly as my D800E, including all Shooting Menu options and all Custom Setting Menus from a1 through g4.
Then we tried the store's D800 in Commander mode and it worked perfectly with a remote SB910 in CLS mode.
My D800E would work in all modes except Commander/CLS.
Place you D800 in Commander mode and look at the Flash Mode indicator panel near the bottom left side of the Control Panel screen on top of the camera. In Commander Mode, there should be a small lightning bolt symbol in the top left corner of the Flash Mode indicator. When in Commander mode, this symbol does not appear in my D800E, but it does in the store's D800.
Next, press the "Information" button below and to the right of the Information Display screen. Up in the upper left corner of this screen is the same Flash Mode symbol. The lightning bolt symbol should be in the upper left corner of this panel as well. In my D800 E, it is not there, while it is in the store's D800.
It appears that my D800E is not recognizing the Commander Mode selection. The only indication that this is the case is the absence of the small lightning bolt symbol in the display areas discussed above.
Questions for you:
1) Is your camera a D800 or D800E model? This apparently does not make a difference, but it may help.
2) Second, if you will send me the serial number of your camera by private email, I will forward it to the store manager who will compare it with the serial numbers of other D800/D800E models they have sold. He will then contact the manager of a Nikon repair facility in California that he knows and explain the problem to him. It is helpful to know that the problem is apparently not limited to a single D800. I don't know if the D800 and D800E serial numbers are one set, or two. My D800E is within about 300 or so of the store's D800.
Again, if anybody else would care to try the Commander Mode with a remote speedlight in CLS mode to see if they have the same problem, please join this discussion.
Thanks in advance Nicolas for your cooperation and for bringing this to our attention.
HBB in Phoenix, Arizona Nikonian Team Member
Photography is a journey with no conceivable destination.