Does 4.x require a special version of WHDLoad? Couldn't you just download the regular user_small version from the support page?
http://whdload.de/
I don't know, just guessing. 
I have not tested the latest version of WHDLoad (past 1.80 that is) but I remember it needed the special version included in RunInUAE.
AFAIK that special version just points to WHDLoad in the workbench3.1/ emulation directory and makes sure everything runs smooth and is redirected to the emulation..
