you can't teach a 4 year old to sleep with you and then expect that he'll just take to sleeping alone with no transition or help.
some will, of course. but if you don't luck out to that degree, you have to a) figure out a strategy that accommodates your family philosophy b) stick to it BUT also be prepared to adapt as needed to your kid and family's individual circumstances and c) give it time to work.
i'm sure the 2 months feels like forever, especially with a nursing baby in the house, but it's really not that long after a year of sleeping with you all the time.
i myself never let my kids get into the habit of thinking i would lie with them until they fell asleep. for many parents that falls well within their parenting philosophy (nurture over convenience), but for us sleep training with boundaries was absolutely necessary for my sanity. we were both hardworking parents and we all needed our sleep.
but you can't fix it all at once. decide whether having your son fall asleep solo or if the midnight incursion is your first priority. then tackle that ONE issue and overcome it.
it won't be fixed by simply explaining. your husband will need to establish a good bedtime routine, and after the story or whatever the wind-down snuggle time entails, kiss him goodnight and go.
it will probably require several nights to several weeks for the new routine to take hold. if your son cries, your husband will need to go in and wordlessly pat or soothe him and leave again. if he gets up, he'll need to be led quietly and without drama, anger or apologies back to bed.
be consistent, compassionate and firm.
give it time to work.
ETA of course a family bed or a nest on the floor are also fine options, but i gathered from the OP that it was a priority for the little guy to sleep solo.
khairete
S.