Using a Kingston 32GB Class 10 (part # SDC10/32GB) card, the phone had NO issues, it worked perfectly.Not sure I really believe that the only cards are the old Nokia branded class 4's. I think I'll just hold off on any microSD card until more concrete info is available.
...and that Kingston card doesn't work either. Looks like I may have a defective phone. Sigh.
Yes there is an issue with the 822, unable to properly support some SD cards specially saving High Quality videos directly to SD...so you need to use videos to phone...
One last thing to try before you exchange your phone. Reformat the SD card on a computer with this program: SD Card formatter (mac or windows). In the options select "Format Type = Full", "Format Size Adjustment = On". Start the format, and walk away (it takes a LONG time to do a full format).
I'm already in the process for an exchange (new phone should be delivered tomorrow), but I will try this as well, especially if the new phone has the same problems. Note, I did try doing a full format using windows 8 standard formatting tool. That did not work.