I just saw this thread today, and decided to look around a bit. I think I found the fourth hole. South of Sacrifice shrine in Tram, on the coast across from Nujel'm. Went in, and it's pretty much the same as the others, except at the far end were stairs leading to a man-made tunnel. It spits you out near Spirituality shrine, right next to a "mud-covered shovel." Like I said, I just saw this today, so I'm not really sure what to do next.