I just replied to the mom of a 2 yr old dare devil. Check out that post if you like. Sounds like you're both in similar boats.
I definitely had the "spirited child" as my first. Read up, there's a good book about "raising your spirited child".
I do not think my child has ADHD. Nor do I. However, I think we both DO have higher than normal energy levels. We're either on or off. There's not a whole lot of mellow and calm in us.
That said, I have learned that WE need to get out of the house, run, walk, shop, play, explore, etc. We call all "outings" where we get in the car an "adventure"...as in, "Do you want to go on an adventure with me?" I rarely say where we are going, because if she's bonkers, I may have to cut some "to dos" off my list that day. I make it a point on all adventures that there's some fun in it for her, even if it's just a stop to check out toys at Target or get a slushie or to pick out cookies for being a good shopper-helper at the grocery store.
For a 4 yr old have her "help" you by finding the items on coupons. My kids will run up and down the isles finding cereal boxes (that I already know are on sale AND we have a coupon for them). I have had other moms ask me, "How do you get them to help? They are so good and happy!" My "trick" is to give them the coupons with pictures. They have to find the pictures...and usually they are SO excited that we're getting...oatmeal (and they can pick the flavor) or getting "Daddy's creamer".
Finally, about the "hearing you" thing. I've found that by saying something I know they want, like a snack, gets their interest. Then I may pair that with, "Oh, I'm glad you came in for your snack. Let's get these toys put away (set the timer for about 3mins) and when the timer goes off, I'll have your snack ready. Ready? Set. Go!" My (now a little older) kids have learned that I have "jobs" and so do they. Ex: I have to make dinner, while they clean up their playroom. Making sure my kids understand that I have jobs and so do they, helps them feel like it's fair that I'm asking them to clean up. Now, there's rarely drama or backtalking. It's just, OK mom.
Best wishes