The investigation remains ongoing.
All four had been arrested on Monday and Tuesday of this week as part of the journalist’s murder.
The 29-year-old was shot dead on Thursday, April 18, 2019 while observing rioting in Creggan’s Fanad Drive.
Police believe the fatal shot which struck Ms McKee to the head was aged in his late teens.
The New IRA later claimed responsibility of the author’s brutal murder.
Three men have already been charged with her savage killing.
A number of other men have been charged with rioting on the same night.
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