A spice from 4 into 1 wire before the plug would be a good way to do it, all sealed up with once crimped with some some glue heatshrink on the splice. If you put all 5 wires (the 'in' wires and the 'out' wires together) in from the same side and then fold the single 'out' wire over the splice, it will provide strain relief, then glue heatshrink over the top, you may need a small cable tie if really thick.. A U shaped splice would be ideal. You just need to find the right size via either of these three methods - CMA (Circular Mil Area), cross sectional area (mm2), or 'total' AWG to choose the correct splice. Also make sure that the single cable (of the 4 into 1) is rated high enough for the total current that the 4 devices can draw.
There are various methods, but the one above will be robust and could be wrapped into the harness.
