Oh bless you, the 4 month regression hit us so hard with our first, I won't even share details as will depress you, but solidarity cos I've been to sleep hell and back and it's awful! So hoping our new baby sleeps better, so far so good, but everything really does change at 4 months! 😩
Try not to get too hung up on idea that they 'can't link sleep cycles' because like you said they actually can and will do for parts of the evening and for some naps, but you're right they will also look for help to get back to sleep between them too.
They say don't change anything during a regression. So for example with a toddler going through a regression you wouldn't start trying to drop their name or change their bed time to later or anything. You just try keep everything the same and ride it out quick as possible, or else the changes you make will probably stick and might not have been needed so you choose wisely. With a smaller baby it might be about the method you use to get them back to sleep each wake. Say pre regression you might find they're easy enough to settle using X Y and Z ways but then became so worried about them sleeping well you start just doing X which you think might be most effective and then that becomes the new norm and the only resettling method that they will accept from them on. For us that became breastfeeding to sleep each and every wake so we cut my husband entirely out of the equation and it was all on me from that point. I was trapped and exhausted.
So I would say at this stage in their sleep journey it's important to think what is sustainable for the long term. If that's rocking then go for it. But do remember they do get heavier and you have to be able to keep rocking them even when you're poorly and maybe even when pregnant again if that's applicable to your future! Some nights you might really not fancy it for various reasons...
but a positive is that rocking does hopefully mean you can share it between you and other caregivers, and I would make sure you DO share it (particularly right now to set the tone) just to ensure baby always accepts others at night, not just you, as that is the serious issue if this goes on long term (which for us it did, I'm sorry 😞)
Hopefully for you this will be a couple of weeks of hell and then that's it.
Eventually yes this does pass all by itself, even if you do absolutely nothing. Some sleep train to move past it faster, but it doesn't work for every child, I know it wouldn't have worked for us, and they often have to do it multiple times as will go back to square one every time baby is poorly or goes on a trip or hits a new developmental stage. Sleep training went against every fibre of my being so I could never have done it anyways, and if you feel the same please do not feel like it's your only option. A million people will tell you that it's the only way they will 'learn' how to sleep and let me tell you categorically that's not true at all and breaks my heart that people are made to feel so scared for the future that they leave their little baby screaming for them alone in a dark room while they cry in another room.
No judgement but just to say if sleep training is not what you want I promise you don't need to and if you want to comfort your baby to sleep you absolutely should do that!
One final note, if this does persist beyond a couple of weeks and your shattered please do explore co sleeping even if it's something you never ever wanted to do as with some kids it's just inevitable and gets everyone a better nights sleep. I wouldn't rush to it right now though if you're keen to avoid cos like I say whatever you do around about now will likely become the norm for a good while