Wish I had an answer for your specific issue, but I got so fed-up trying to make LR work reliably tethered directly, let alone not take 3 weeks to preview an image, that I broke my tethered workflow into two processes - one to interact with the camera and one to process / manage the files.
I've always had issues with dropped connections, etc., with LR (4) and D800e (and D3S) - and to a slightly lesser extent with C1 Pro. C1 was fast, and great when worked well, but randomly dropped connections while LR was dog-slow (and that's an insult to dogs) as well as unreliable when tethered directly.
While I did find that making sure NO other USB or TB portable drives are connected at the same time helped with both C1 and LR, it didn't solve the issue. Different cables, preferences, blah, blah, blah, etc, etc., to no avail.
Got sick and tired of the hot mess and some experimentation found a fix. My solution was to have Nikon Camera Control 2 running in the background to ingest files from the camera into a hot folder for LR to pick up:
1. FAST - CC2 intakes an 800e file via USB 2, not USB 3 (my MBP is a maxed-out/dual-SSD i7 with 'only' FW/USB2/TB ) FASTER than LR can even intake a D3S file 1/3rd the size. LR is slower than I'd like getting the image from the CC2 drop folder into its own catalog and displayed, but still FAR better than when going direct to LR.
2. RELIABLE - I can shoot all day with no issues. I can disconnect the camera, change batteries, etc., re-connect and within seconds CC2 has the connection re-stablished with no input on my part.
The only issue is that is you over-shoot the 800e's buffer, you can get the spinning ball of death (MBP).
Good luck.