Have you asked Alexa to discover devices since you made the group in the app that controls the lights? Usually it finds the group as a device as well.
Also, to note, Alexa doesn't like naming things by number much. If it were me, I'd name the bulbs "Bedroom North" "Bedroom South" "Bedroom East" and "Bedroom West" or something easy to remember as well... I'd also set up separate groups like "Bedroom Low" and "Bedroom High" or "Bedroom Bright" and "Bedroom Dim", and pick only two to control on dim and all 4 for Bright... even if they can be dimmed this is a cool way to have even more control.
I have a few Hue Bulbs and Strips and use similar tactics for naming. In My bedroom, I named a group for all bulbs, and call it "Bedroom", and named the light on my wife's side of the bed "Her Light" and the one on my side "His Light" so they are easily handled as singles and as a group. I'm still working on how to get control of the Ceiling fan lighting, as it's currently a remote controlled fan with dimming function built in and double dimmers don't work with Hue lighting at all... I wish they'd go ahead and release the "Bond" remote replacement unit...