I read somewhere that prolonged high doses of vitamin D might have adverse effects on bone strength making them more brittle, but I'm unsure about the source. I personally have celiac disease and hypothyroidism am also having issues keeping the D up (heh heh). I take about 200ug daily with vitamin K and I'm thinking about increasing it temporarily to double of that. Generally it shouldn't be an issue with short term higher doses, but nearing a 1000ug daily dose for prolonged periods (months) can be dangerous.