What is Follow(X) when there's a rule, A -> XBCD where First(B) and First(C) contain empty, but First(D) do not
I am answering my own question. As @rici made a comment, I misunderstood the meaning of Greek letters in the discussion of Follow sets in the book I am reading. Greek letters mean sequences of symbols.

Using the definition, 


  If there is a production B-> $\alpha$ A $\gamma$, then First ($\gamma$)
   - {$\epsilon$} is in Follow (A)


First(BCD) is in Follow(X) where 


  A -> XBCD


BCD corresponds to $\gamma$ in the definition.