Gosh I hate to be the bad guy...but the 400 that I fly is 10612...
Ran the numbers with 5 pax from MQI, figuring a return with topped fuel from Bermuda to a customs airport...
First off, a 1200 nm trip in a 400 is cake, so that's over and back...
If you lose pressurization half way there...no problem turning back, considering your topped with 4600 lbs.....if you get over Bermuda, the airport is closed, then you ALSO lose pressurization...you'll need a bottle big enough for 7 peeps for a 1.5 hour trip...that's not an issue...you could even drop down to FL18000 or even 14000 and make it back...especially if you pull back to long range fuel if you run out of O2...so worst case, your over Bermuda...no airport and lose pressurization...well you suck on o2 for 45 minutes, drop down to 14k for an hour on LR cruise...easy..
Anyway...all my number keep coming up returning to the states with better then 1800 lbs...that about double what some guys use for a reserve on this model.