The 4th episode of any character is called their Elimination Round.
To unlock the 4th episode for any character, you must complete any 2 episodes with that character.
This is the same as a normal run except enemies have 10% extra health, and all enemy equipment is upgraded, so the strategy is similar to a normal run (which you probably already have done since you have to beat it twice with this character before unlocking it).
I think the Warriors Elimination (Episode 4) is by far the easiest of them all. It is the most straight forward since you can just use damage and shield equipment to get through.
Not much other tips I can give you since it's random, but good luck!