Have you tried dialoguing with yourself when you were 4? You can do that by letting the child-state write with your non-dominant hand. It can help access things from your unconscious.
Also, have you asked your dad why he thinks it happened?
I would also suggest watching your dreams.
You may not get an answer, but at least you'll start to get in touch more with that feeling state, which obviously was trying to express something.
Another thing, if you had a traumatic birth, that can be a cause of similar things too. I know my traumatic birth and early days were one of the main causes of my childhood [and adult, now] anxiety and fears.
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