Identifying a connector
It looks like a “Molex” 4-position connector. It seems to be part connector series “2695” (if you look up ‘Molex 2695’, you get plenty of results). If you go to Molex’s page directly for that part, they even provide a nice “Mates with/use with” section detailing the corresponding headers / crimps / pre-crimped leads).
Here is a link for what I think you want:
Molex 4-Position female connector