I did some tests.
Lexar 3600x 128gb cards formatted HFS+
Dual cards:
* [see below] RAW, 4.6k, 60fps = dropped frames. Kept recording on to the second card, and the first card was not corrupted.
RAW 3:1, 4.6k, 60fps = no dropped frames. Kept recording on to the second card, and the first card was not corrupted.
Single card:
RAW, 4.6k, 60fps = dropped frames
RAW 3:1, 4.6k, 60fps = no dropped frames.
3840x2160 ProRes444XQ does not provide option for 40fps, only 30fps and lower
2K raw (windowed): I set the sensor rate to 120fps and there were no dropped frames.
I hope that helps.
EDIT:
I did more testing. In dual card mode, there are no dropped frames. I am not sure why I saw them initially. Hopefully further tests will determine.