Ah, I think I've figured out why #4 won't fillet...

Fillet only works if it can perform the fillet on all edges / surfaces.

If you choose a number that would make the fillet overlep an edge or surface, it will not fillet.

So because you have previously filleted the little box shape next to the sphere, those little fillet surfaces (which are very small) are limiting your fillet so that it fits within that surface.