D800 & SB910 Help !... Please...

You have to keep in mind that in the Nikon system, exposure compensation is intended to control the exposure of the whole scenary whatever ligth sources are there, including flash. There is a separate control to play with flash exposure compensation, and it is specially useful for fill flash. So, they are in fact independent.

It has a coherence, but maybe a "different coherence" that in Canon systems. This is one of the differences that you have to deal with when changing systems, and does not imply necessarily that one is better than the other. I personally prefer the Nikon approach.

Regards,
Alex