Using pre-process to wrap multiple regions in html
How can I wrap those 4 regions inside a div so I can set the
  background color?


You can use .tpl files for that.

&lt;?php if ($region_first || $region_second): ?&gt;
    &lt;div class="your_color_class"&gt;

        &lt;?php if ($region_first): ?&gt;
            &lt;div id="region_first"&gt;
                &lt;?php print $region_first; ?&gt;
            &lt;/div&gt;
        &lt;?php endif; ?&gt;

        &lt;?php if ($region_second): ?&gt;
            &lt;div id="region_second"&gt;
                &lt;?php print $region_second; ?&gt;
            &lt;/div&gt;
        &lt;?php endif; ?&gt; 

    &lt;/div&gt;
&lt;?php endif; ?&gt;