BrowserUk,
For reasons I don't want to go into, I don't currently have the ability run or test any code so these are ideas you would have to implement yourself:
Idea 1:
Use a modified merge algorithm to efficiently copy all values into a single sorted array. In doing so, create a parallel hash that knows which array the value came from. Walking the sorted array to find spans of 4 should be straight forward. I believe this is a refinement jbert's idea.
Idea 2:
This is more memory friendlier but will likely be slower. Use a binary search with a modified merge algorithm. You will need to keep track track of your position in each array. This will keep track of a moving end point of your binary search as well as allow you to walk your arrays as a merge algorithm would. Find the lowest value using the current positions, do a binary search over each array looking for the next value. I think you can work out from here the rest of the details.
Minor wording update.
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