If the 2TB version is on the QVL and the 4TB isn't, you're probably fine, since they usually have the same parts.
The only potential concern I can think of, is that a 4TB M.2 drive might be double sided and the 2TB M.2 drive single sided and in some cases this is not supported by the M.2 slot. I'd say that's rarer than it will fit and be fine.
There are also some SSD models that did not even have a 4TB version when released, so it would not have been tested when the board was manufactured.
In terms of: does the QVL matter? For the most part: no, but incompatibility is possible. ASRock have published a list for some of their boards about a pin definition issue, but I don't think that applies to their latest ones.
The old 2.5" SATA drives should have no problem in any event.