I do not know that driving at a higher RPM such as 3,000 will kill your engine. The mazda protege that I drove for years spent most of its time on the highway commuting to work and home from college on weekends, cruising at ~3,500 rpm going 80mph and that thing has over 100k and runs fine.
Will you lose overdrive with 4.10's? No. Your transmission will still be in overdrive, you're simply changing the gear multiplication at the rear diff. FWIW, I'm seriously considering 4.30's for when I get gears.