I'll try to think of a way to test the sockets. If it is not using all 4, I would like to know why.
That might be part of the problem. You may have been attributing issues to something that you had no way of verifying. Also not really sure that your test methods actually do testing or just create issues or generate erronious conclusions in themselves. Some of the issues you report are normally expected when a server is busy with another client. Are you trying to serve up "images" from the arduino?