CrossRoads:
Sensor stick is not set up to have user selectable addresses per part. It has SCL interface for all devices - so that and the I2C mux from DSSCircuits woulw work well.
As long as I checked their web site, it looks like easy to set this up :
The original IMU could have an Arduino 3.3V/8MHz Promini bootloader installed and then each one coded via the serial interface to have a unique serial address to interface with the Mega - Tx from Mega goes to all 4 boards, Tx from the boards would need a little mux hardware to combine their signals - and then your software would talk to one board at a time:
#1, send me data:
#1 response: here's your data
#2, send me date:
#2 response: here's your data
etc.
How about this product for this ?:
https://www.atlas-scientific.com/product_pages/embedded/serial-port-connector.html