One usually is practicing more than one at a time, and all four at times. Ajahn Lee talks about “the great frame of reference” in his books, where all four are present simultaneously.
The remembering (sati) that one establishes (upatthana) is a particular Dhamma-[teaching]. So that’s the 4th of the 4sp.
So for example, if one is doing 16 APS (anapanasati),
4th sp = 16 APS. Dhammesu-Dhamma-anu-passi viharati… One dwells continuously seeing Dhamma as Dhamma (practicing Dhamma in accordance to Dhamma, not incorrectly).
So let’s say you’re paying attention to discerning (pajanati, of sati & sam-pajano) the experience of sukha. The word used for “experience” is pati-sam-vedi. Vedi is the verb form of the aggregate vedana, which straddles physical and mental territorry. That word “pati-sam-vedi”, if you look in the 16 APS, is used in the first 3 of the 4sp (kaya, vedana, and citta, not just vedana). Vedana is not just “feeling”, it’s “experiencing” primarily originating from the physical, but covers mind as well.
So if we’re paying attention to sukha, we’re noticing sukha in the body (step 3, under kaya-anupassana)
we may also be noticing the mental aspect of sukha, under step 10 (under citta-anupassana),
also covered under step 6 (vedana-anu-passana, sukha-pati-sam-vedi)
The fact that 16 APS is an important Dhamma that we’re practicing is already covered under Dhamma-anupassana, but we may also be doing step 13 (dhamma-anupassana, anicca anu passi, noticing uneveness, rising and falling of the sukha vedana)
So that covers all 4sp simultaneously