I also got myself a No 4 for Christmas. Mine is one of those nice unissued Long Branch rifles from NZ.
The magazines are not considered interchangeable and only meant to be removed for cleaning. Some magazines are even numbered to the receiver. The early ones are even chained to the rifle. I have been lucky with most of my No 1 magazines that they all work.
One of the flaws in the design are the feed lips. They aren't as strong as the ones found in modern magazines and are very easily bent out of shape.
You may need to mess with adjusting them until it works. It's a lot easier to guess and check one mag at a time with a good supply of magazines, but they aren't all that common in WI gun stores. I sometimes see No 1 and No 4 magazines at the Bob and Rocco shows, but only a couple at best, and 1's and 4's are further not interchangeable.