Frank: the single greatest difference between the two (other than price and weight) is the frame rate. If your shooting does not require 11fps as it might for birds in flight, high speed sports or photojournalism, then the D810 is a great choice.
The D4s I bought at Amazon.com is definitely a USA (not "grey market") camera and certainly includes a NIKON USA warrantee. You can usually tell a Grey Market camera listed as new when the price is much lower than the Manufacturers suggested retail. ALWAYS check with the seller!! Purchased in March this year - 2014.
If you are going to buy an item costing this much money from AMAZON I'd suggest that you get an amazon credit card from CHASE and take advantage of the 3% back in points to use to purchase supporting items from AMAZON like a back up battery!