Failure mode of two series LEDs
If the circuit is really wired as drawn, and if D3 and D4 consistently fail while D1 and D2 do not, then I suspect your resistors. It may be that the resistors are not the same value, and the branch with the lower resistor value will see more current.
Isolate the resistors from the rest of the circuit and measure their values. If you can't do that, measure the voltage across the LEDs when they are illuminated. If the voltages on D3 and D4 are significantly higher then the value of R2 is too small.