okay got my kit from b and h the other day and LOVIN IT
can't belive i waited this long to check out nikon as they have some real cool features smart and well thought out.
On my D300 (I'm guessuming they're similar menus) I've got all 3 D2x profiles and 4 others loaded for a total of 7, so there isn't a limit. Can't help you with your particular situation though.
For the record, D2x mode 2 is kind of useless in my opinion, you could just remove it.
The D3, D700 and D300 cameras can only hold 4 Optional Picture Controls as an absolute limit. Each of built-in Picture Controls (Standard, Neutral, Vivid and Monochrome) as well as the Optional Picture Controls can be modified to create Custom Picture Controls. There's lots of room for Custom Picture Controls, but unfortunately, there's only room for 4 Optional Picture Controls. I chose to keep the D2X Modes 1 and 3, Landscape and Portrait.
This page describes this fact in the last line before the first sample images . . .
Essentially, Custom Picture Controls allow you to modify the degree of Sharpening, Contrast, Brightness, Saturation, and Hue of any of the Built-in or Optional Picture Controls to suit your particular tastes. However, the Built-in and Optional Picture Controls are the starting point for any of the Custom Picture Controls.