The process in which a relatively unspecialized cell acquires the specialized features of a DN4 thymocyte. A DN4 thymocyte is a CD4-,CD8- thymocyte that is also CD44-,CD25-. [ GOC:dph http://purl.obolibrary.org/obo/go/references/0000086 GOC:TermGenie http://www.ncbi.nlm.nih.gov/pubmed/25398325 ]