Four db servers all identical, one is much slower than the others
I'd be inclined to point a finger at the storage of the poorly performing server. 

Sounds like you're in the unfortunate position of having a storage admin telling you everything is ok when it quite possibly isn't. Only way to be sure is to prove it.

If you have the luxury of a maintenance window, run a batch of SQLIO tests against each server and compare the results. @BrentOzar has a good intro article on SQLIO which also covers some alternative tools such as Crystal Diskmark, which might be enough to prove the point in your case. Run the tests in collaboration with the storage admin, so they can witness the issues first hand. Perhaps arm yourself with How to Prove It’s a SAN Problem before hand.

If IO testing proves fruitless or impossible, throw sp_whoisactive or a similar monitoring solution at the problem. Kendra Little's Collecting Data from sp_WhoIsActive in a Table would be the best approach for a long running ETL process.

Before doing any of the above, take 1 minute to check something very very basic that crops up time and time again... the NTFS allocation unit size on each of the arrays.