I'd agree with Alex as to smaller domes. I normally shoot a 170mm Zen with my D800 and now D850. The last trip I shot at f/9-f/11 or so, which is where I commonly shot my D800, and definitely wish I'd stopped down more. This can be a challenge for lighting though. So larger dome/travel size/aperture considerations are maybe a bit more of a balancing act.
The resolution of the D850 seems to challenge lens/port combos more. One point also is that the setup seems to have been having some front/back focusing issues - more than with the D800. Users are advised to fine tune the focus of their lenses - even FE's with a wide range of DOF. I think my Sigma was slightly front focusing on the body I was using, which was a rental that i received the day before I left.
As to the questions at hand - the Nauticam D850 comes with an optical sync converter. You can upgrade it to a TTL card. The Zen 230 and most domes don't use an extension with the Sigma 15mm FE.
As to challenges - Macro DOF on full-frame is probably the biggest difference I encountered, and I miss using the 60mm Macro and diopters, vs. only the 105mm. Yes, you can shoot the 60, but not really at much magnification.
I think the D850 is a lot faster and the AF better. It certainly has higher resolution. Which I think is pushing the envelope of what the Sigma is capable of. I mostly shot at f/9 or f/11 or so and I found I had small DOF issues even then.