You seem to have it pretty easy with your son, so you may not realize it yet that we don't put our babies on schedules...they put US on schedules, lol. In my opinion, 4 months is WAY too young for CIO. Is it really hindering you by rocking her to sleep each night? As for the nap thing, some babies just aren't regular nappers. Some kids need 16+ hours of sleep in a 24 hour period and some need much less. My cousin has a daughter who only sleeps 7 hours at night and NEVER naps, not even as an infant and toddler.
At this age you should be feeding on demand and allowing her to nap as needed. She is still growing so rapidly that her body litterally changes what it needs by the day. What works today may not work tomorrow and the sooner you accept this, the happier all involved will be :)