Sorry to ask a dumb question, but what four corners do you mean? I can only think of Utah, Ariz. etc., but I doubt they mythologized those four corners ;-)
Four corners meaning Arizona, New Mexico, Utah and Colorado. But the legend says the place of emergence was Pueblo Pintado, New Mexico. The travel from the Bering Straits to here was divided into areas and as people left one place to travel to another, they said they left one world and went to another. ( kinda like what sunkenciv said- they got pushed out or people groups got tired of neighbors and kin and decided to keep moving south.
So the way I think is the first world was dark and cold meaning the bering strait area in cold conditions. Second world was northern Alaska and Canada. Third world was south Canada and northern USA. Then the fourth world is here in the four corners where we stopped around the 1400s I think .