Hi there,
Congrats on your project. I started a similar one a few years ago, and I was about to review it to make something serious with it. I used a digilent starter kit that time(the one with a xilinx spartan3), my project included 32 ch capturing, triggering, a  pattern generator and rs232 comm.
For your 4k limitation I would guess you are using internal block ram to hold your data, is that right? have you succeded on using an external memory?...how that did/or you think it would impact on capture rates....
Are you using multiple external clocks? i mean to separate variable clock sources from the ones on the interfaces...
Best regards,
Ronald