Honestly, the Horror Makeup and Terminator shows might scare a 4 year old, and the Beetlejuice show is just inappropriate for someone that age. I guess all kids are different, and most of Beetlejuice went over my 5 year olds head, but I felt bad taking him to that, not knowing it was more a teen/adult oriented show.
The Posiden show is dark and loud (like Terminator), only you will know if your child will like that. The Sinbad show should be okay (some expolosions). I know a lot of people here do not like it, but I like it fine, and I think a 4 year old will too.
Hope this helps!