Simon,
Do you see an image (on the cam) if you hit the playback button on your D810 ?
Just going back to basics, but it is possible that the D810 isn't embedding the jpeg in the RAW file - or if it is, it's embedding a 'corrupt' one.
Alternatively, are these files tethered or are they coming off a card ? If they're coming off a card, have you tried changing both the card and the primary drive slot the cam is writing to.