All three of those powders will work great in your 4" barrel. Whoever told you differently, has had no hands on experience with them apparently. Use magnum primers for the ball powders, and standard with 2400. Alliant (manufacturer of 2400) does not recommend a magnum primer, and using them can cause pressure problems. I know some here do use them, but I have tried both and never been able to see any benefit with magnum primers when using my Oehler chrono, and since the maker says to use standard primers, that's what I do.
You won't have unburned powder issues either. With any of them, unless you try to download the ball powders especially, which is a no-no.