I can only tell you my setup:
Only Jumper 4 on everything else off. As I have some external SCSI-devices termination is off so for you I suggest you set 3 also to on.
Connect the CD-R to the internal SCSI-connector (that is the one on the tiny board with the DIP-switches next to the floppydriveconnector , not the other one with the single tilted connector that faces upwards. That is the other end of the SCSI-row and is terminated by the board it is on. Don`t ask me why there is even a connector)
Make sure the last Drive on the SCSI-row is terminated as well.