A 19-year-old who was taken into custody with the other three this week has been released pending prosecution, police said.
Ms McKee was killed after some of the worst riots in Northern Ireland in years.
Most of the violence has taken place in Creggan, a strongly Catholic neighborhood in Derry called Londonderry by trade unionists who want the area to remain part of the UK.
Ms McKee called her generation of ceasefire babies, too young to remember the worst of sectarian violence.
“I was 4 years old,” she wrote in an article before her death. “We were the generation of the Good Friday Agreement, destined not to witness the horrors of war but to reap the spoils of peace. The loot never seemed to reach us.