If I inserted 4 HDDs into the RAID System to do RAID 1 in the 4-bay System, and have already set the HD Switch to 4 HDDs, why are only HDD 1 and HDD 2 LED lights staying white?

The RS-M4QO can only process two HDDs under the RAID 1 (Mirroring) mode, under HDD 1 and HDD 2 slots only if all 4 HDDs are inserted. Based on the chipset, it is not possible to process two sets of HDDs at the same time.