I want to remove some photos from iPhone 4s but keep them all in Photo Stream & iCloud
It's not entirely clear, but I'll take a guess.

If you connect the phone to a computer and no photos are removed when you sync, the most likely setup is the iPhone is using iCloud Photo Library.

You would turn that off in the settings app - iCloud.

Then once the library is off - choose whether you want the phone to participate in Photo Stream / Photo Sharing or not.

At that point, once iCloud Photo Library is off - you can delete photos from the phone manually on the iOS itself or by connecting to iTunes / Image Capture app / Photos app on Mac / iPhoto on Mac and transferring / deleting photos en masse.


How to delete all photos in the camera roll in iOS 8.x?
Understanding Photo Stream