awk     'BEGIN          {FS = OFS = "|"
                         fn = "F" ++fc}

         c >= 1000 &&
           $2 != last &&
           fc < 4       {close(fn)
                         fn = "F" ++fc
                         c = 0}

                        {print > fn
                         last = $2 
                         c++}
        ' file
ls -la F*
-rw-rw-r-- 1 usr grp  21042 Feb 21 13:36 F1
-rw-rw-r-- 1 usr grp  21021 Feb 21 13:36 F2
-rw-rw-r-- 1 usr grp  21042 Feb 21 13:36 F3
-rw-rw-r-- 1 usr grp 126966 Feb 21 13:36 F4