I *believe* there is some old official art out there somewhere that shows the tail section of a VF-4 with "SDF-4" on it. Then again, it may have been the SDF-6, LOL. This was back when we had an argument over Megaroad designation a long, long while ago. Anywho, I think we can safely assume the Megaroad-03 was indeed the SDF-4.
Personally, I think Kawamori is playing fast and loose with the continuity at this point, changing it to suit the needs of Frontier's 26 episodes (even episode to episode).
As far as the "Megalord" goes, I *believe* the original design goes back to either the end of the series or the end of the movie. Either way, the sequence never got made, and it was redesigned for 2012, under the name of "Megaroad". I *believe* it was later added to the continuity as a treat for the fans. Don't quote me on any of this, though.