Distributed Always-On without Domain
The documentation at Distributed availability groups states:


  The individual WSFC clusters and their corresponding availability groups follow traditional rules. That is, they can be joined to a domain or not joined to a domain (Windows Server 2016 or later).


Regarding your question about all four nodes being in the same cluster--if they are in the same cluster, then there would be no need to have a distributed availability group (DAG), you would just use an availability group with four replicas.  Additionally, the documentation referenced above states:


  A distributed availability group spans multiple availability groups, each on its own underlying WSFC cluster.


So if it is possible to set up a DAG with all nodes in one cluster, it is contrary to the documentation and may not be supported.