So on ps4 I set up an American account to buy games on their store and take advantage of the better sales.  So I download them off it and then play them on my other account,  the EU one.  

So both of these accounts are tied to my current ps4. Is there any reason this won't when I set up both accounts on the Pro? 

Ps4 PRO OS, interface and store will be the same as Ps4 original. It is exactly the same everything, just turbo specs.

fyi:On ps3 worked same way.

I just ask because I think if someone else sets up my USA account on their ps4 and tries to play the games they can't because it's not the primary ps4 for that account.  

So will I have to deactivate the account off my OG PS4 as the primary before setting it up as the primary on my pro? 

no.  setting the new system to primary automatically removes it off the other system.

if you are replacing your orignal ps4 with the ps4 pro nothing will be different.  owning 2 ps4's is a different senario though,.. on the second (non-primary) console you wouldn't have access to both librarys just the games tied to the account that is currently logged into the system.

You have to manually deactivate a PS4 as primary before you can activate another.

My son lives in California and i have his PS4 set as my primary so that he can play the games (under his account) I buy with my account . Kind of a drag though as guests at my house can only play games on my library if my account logs in and starts them first.

no you don't. 

when i bought a second ps4 i set my new ps4 to primary and my previous console was automatically unlisted.

i do the same between my gaming room and my living room.

i had to set her account to auto login in the living room because it was annoying as fuck to get kicked out of a game when she accidently logged into the living room under my account.

lol, that would suck

Thanks for the replies guys. Looks like I've nothing to worry about. Ps4 pro here I come!!