Hi Jeff,
Sorry you didn't receive any replies but I'll see if I can help although I haven't owned or flown either of these 2...
The Nano CP S seems to be the first that Horizon released and appears to be currently discontinued. The Nano S2 is their second rendition and is currently available.
You can get more detail on the forums at HF:
https://www.helifreak.com/forumdisplay.php?f=62 (near the bottom)