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This is the extension I use -- as well as their USB 3 amd USB 2 cables. Other cables are likely as good or better, but these guys work for me. The high-viz color also helps with clients, talent walking around.
Tethering support in most software is flakey - and slow. My experience is it's not the computer if there's an issue -- it's the software/cable -- or both combined. My $0.02 worth:
1. I've used LR direct, C1 Pro, Aperture,, etc. All were on/off unreliable when used direct and LR (3 and 4) is SLOOOOW - on a high end MBP. I mean glacial vs. C1, etc. On LR 1Ds2 was slow, D3S is slow, D800e is outright painful.
2. Software + less than 'perfect' (as determined by the software ;> cable = problems. A cable that's good for any other application, if used with some software for tethered work, can cause issues. Nikon, Canon, etc., cameras- no difference.
3. If running a Thunderbolt Mac and having tethered issues - do not have a TB drive hooked up while shooting - at least with C1 Pro. Was having issues tethered w/D3s. Had TB backup portable drive plugged. Dropped connections were driving me nuts. Tried everything, no luck. Ejected and removed TB portable drive, problem stopped for rest of shoot. A Phase pro I know in area has same issue when shooting tethered with Phase backs into C1. Ran into similar issues with D800 and C1 weeks later. No TB drive, but running USB backup. Removed it, problem stopped. Now run a FW800 backup drive (no problems) -- or backup via TB or USB during shooting breaks.
Basically, give any of the software above the LEAST reason to loose the camera connection and they will. Sometimes it's one thing alone, sometimes it could be cumulative little things. Iffy software tehered process + weak signal from cable + interference / conflicts with other devices connected. Any combo of the preceding.
The most reliable software for tethered capture: Sofortbild (free, awesome -- but only if not using D800/e - known issues) and, if Nikon, Nikon's Capture Control Pro 2. Those apps running in background sucking images into a folder that C1 or LR picks up via Hot Folder or Auto Import respectively.
They are both fast (CC2 Pro sucks in a 36MP 800e file faster than LR3/4 does a 12MP D3S file...), rock solid and unlike LR or C1, if you turn off the camera say to switch lenses or bodies, will re-acquire the camera almost instantly when turned back on. What is painful is watching CC2 snappily suck in an 800e file -- and then waiting for LR4 to get around to importing it and display the preview.
A PITA in this day and age, but start with the cables, play with some software demos (or freeware) and via a process of elimination, you'll eventually get a working 'solution'.