I think 4 is

>! Chechnya (The Chechen Republic) - they fought for independence in two Chechen wars, and they are a small region in the shadow of Russia

and 3 might be

>! Timor - currently split in East Timor and West Timor, divided by the Dutch and Portuguese in 1859, and it has quite a diverse population - according to Wikipedia, 11 different ethno-linguistic groups

1 might be

>! Nevis - a small island in the Caribbean Sea, part of the Federation of Saint Kitts and Nevis. Independence referendum held in 1998, with the majority voting for independence.

And 2 is maybe

>! Quebec - actively seeking independence from Canada, and has a long history of French influence/rule.

**Edit:**

>! For #2: My bad. Quebec is not larger than Mexico. I think Greenland (as explained by @1848) fits best.