If it is of any use - I recently upgraded (part-ex) from a D800 600mmF4 (the last gen one which i've had for 5 years) to the 800f5.6.
The reasons for doing this were the prices were about to go up a notch, and I found myself using the 600 with the 1.4x on 75% of the time - 600mm on a full frame body just isn't that much magnification.
My old 600 was also one of the heavy buggers whereas the 800 is one of the newer slightly lighter FL models which should make it easier carrying it to places.
Longer term I would like to get the 400f2.8 like you are considering - and felt that the 400 and 600 would be too close together, whereas the 400 and the 800 would give me a better working range.
Slightly embarrassingly I've managed to go out a total of 3 times so far with the 800, but early signs are that it does feel (finally) like its a significant amount of magnification on a full body sensor. I don't think its a good value lens - it should be the same price as the 400/600, and its close focusing is a pita, at a bird hide the birds were too close to focus on, although when they backed off a bit they still filled the frame fairly satisfactorily, for example I think this was a near full crop:
The point I'm trying to make here think carefully about what you might do in the future. The 600mm was a good lens but not very portable, and yet not huge amounts of magnification on a full frame, although I imagine it would be a different story on the D500.
The 500mmF4 has a lot going for it - a lot easier to cart about I understand, and more reasonably priced.
The 400F2.8 has that wonderful low light capacity (which I now realise I would really like with the D800 - my shutter speeds have dropped right off with a 5.6 maximum aperture).