assuming the dmesg here is complete the whole initialisation of 4th HDD sd 1:0:0:1 is completely missing (sdd1)
so, do you have 4 blue LEDs?
you mentioned already that error is not following the disk (do they have a sticky note?) and is not bound to a SATA hat
but give it try
a) how does dmesg look if you put 1st HDD on 4th position (only that change, nothing more)
b) did you update the F/W of jms56 How to upgrade F/W with jms561 under Raspberry Pi
c) it seems that you use four same HDDs, did you consider
Quad Sata Kit and OpenMediaVault 5 (Raspberry Pi 4)