phranque, you out there? A while back someone had an issue with one of those URL-checking tools. Turns out it wasn't returning the correct results for one category of variation. (Don't remember what, and it doesn't really matter, but it was something utterly basic like with/without www or the explicit /index.html name.) So either they thought they had a problem when they didn't really, or they did have a problem and the tool wasn't helping.
3 and 4 should both redirect to either 1 or 2. So should anything else in index.html; it's typically your second-to-last redirect.
Either 1 or 2 (your choice, so long as you're consistent) should redirect to the other. This is typically your last and most general redirect.
This is assuming for the sake of discussion that "index.html" is the actual name of your physical index file. If it's called something else, such as index.php, it's again your choice whether you want to redirect at all, or let bad requests pick up a 404.
But what I really want to know is whether it's a redirect issue or a tool issue. If you use something like LiveHeaders (Firefox, there are probably equivalents for other browsers) do all four URLs report 301 responses? If so, what are they all getting redirected to? 1 and 2 can't redirect to each other, or you'd be getting an infinite loop.