Well, assuming that they ARE parallel to the 4 Horseriders, then whichever one is supposed to be WAR ought to cause every unit within 3 tiles of him to gain Hidden Nationality. Then the players may be tempted to fight one another. I think that would be a blast, and I know that the AI would fall for it BIG TIME. They just seriously despise HN units.
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Pestilence should have his own support units created. Call them Plagues if you want to. They are Bomber Jets, and he is a Carrier. So cargospace of 7 or however many you give him, and they can do Airstrikes at a range of 5. I rarely make it to the point of having jets/bombers in Vanilla, and don't use them when I do, so I will clarify that I want them to be able to hit land units and do massive collateral damage to stacks, so if Airplanes can normally only hit cities, change that

They should destroy improvements if the tile they attack had any, and destroy buildings randomly if they happen to hit a city.
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For Famine, I think that he should be Invisible (just to annoy people and force them to get scouts. Not Animal Invisible, but full Invisible, like Shadow units, so very few can actually see him).
Add to that: He causes all units within 5 tiles of him to have a Defensive Combat Strength of
ZERO, but he himself cannot attack. Instead he spawns low strength "Disease Mites" (you can use the graphic I made for the Midas Flies, it is a cute trick that happened on accident). Now, the fact that they are low Strength is almost pointless, because they will also have a defensive strength of 0, unless they happen to get far away from Pestilence somehow.
The trick for this one is that the more you attack him, the more of these little buggers you spawn, and you MUST kill them, because if they are allowed to have a turn then they will kill your people (defense of 0 and whatnot).
To make this one more pressing, I would encourage either having Pestilence heal slightly from Combat, or spawn the flies by some means OTHER than combat. The point is to ensure that he WILL spawn quite a few before you can get rid of him completely.
Another fun thing you can do with him is to make the Disease Mites be movement of 2 or more with Blitz. Then they can take down LOTS of units if you are foolish enough to let them live.
Alternative to not letting him attack personally is giving him a CombatLimit of 99, so he personally cannot kill (I just don't like to let him kill things without any challenge since he forces you down to 0 Defense), but this way he WILL attack on his turn to spawn a Disease Mite, which will then almost certainly kill whatever unit he had attacked unfortunately, so that is why making them move of 2 or more with Blitz is just more fun.
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I think that whichever one is Death should do a MASSIVE AOE spell which affects all tiles that are 2 or 3 away from him. Hardcoded to put any unit it hits down to 10% health, so it can't kill them, but sure puts them out of the fight. The catch is that it doesn't hit the squares directly adjacent to him, only those at a bit of a range. So you have to close the distance fast if you want to actually be able to fight him.
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Possibly you can have them change their AI to target the highest Culture Value city on the map which doesn't belong to the Barbarians, and allow them to spawn a strong defender for the city when they take one, but not defend it themselves? Then they should wander all over the map, but tend to harass the leading player the most.
Yes, each of this sounds like a sickeningly powerful unit, but each CAN be killed, you just have to sacrafice a lot to do so. But the alternative, of letting them live, is much worse. And THESE horseriders I would wet my pants with fear at the thought of allowing them to come to Erebus.
If you allow the escalation of Horserider attacks, I would say that under these designs I would have WAR be first (and consequently 4 times showing), then would come Pestilence, Famine and finally Death.
EDIT: And of course all should have Water Walking so that nobody is safe from them no matter where they initially pop up. Could also prevent them from glitching out on the "Must attack Highest Culture City" thing. Which by the way shouldn't change targets until they take over the one they are currently on (otherwise you could Ping-Pong them by reclaiming your first city when they are halfway to the second one)