I started this thread. Thanks to the many responses, I have concluded the problem is NOT with Capture NX2, LR 4 or anything but a defective D800. First defective Nikon product I've had since I started buying Nikon in 1959. So, it will undergo one more check by an independent and knowledgeable Nikon user and if it fails I will return it to Best Buy. I have a D800 on order at my local camera store, and a replacement on order at Best Buy and a D800E on order at B&H that I ordered long time back. Not much more I can do.
Thanks for all the input which convinced me that LR 4 and Capture NX 2 are almost undoubtedly not the problem.
No telling what the wait time is for me to get a replacement.