K., is your main issue that they still pee at night, or that the 4-year old will not wake up and go in the middle of the night?
it's pretty normal for kids to be completely potty trained at night around 5 or 6 years old. at 2 or 4, it's not necessarily about whether they can hold the pee. the bladder is still small and their systems are not mature enough to tell the body to keep holding.
there are some products out there that will wake up a child and train them to go to the bathroom in the middle of the night. if this is that frustrating to you, maybe you should ask your pediatrician about those things. my son is a little over 2 and he begs to used underwear at night. we keep gently reminding him that bedtime is different. his diaper is completely soaked in the morning, so we know he is in no way ready for undies at night. one teacher at my son's daycare said she had to set some kind of alarm that would go off to remind her daughter to get up in the middle of the night to pee.