Hi Chris
Its behaving like strings 3 & 4 are hooked up in series to the female end of 2. The only way I can see this happening is if there is short in that #2 female. (not the #3 male) Any sign of heat in that end? There should be none; LED's draw very little current, and a heavy current draw would create heat. AS you can see from some of the problems above, these things may have fuses in them, but if yours are like mine, the plug end(s) mint contain a fusible link which you cannot repair. Actually, you could IF you had a bad string and you KNEW the plug/fusible link was ok AND that the change-out was for the same number of LED's.
IF you suspect dampness is the problem, you can disconnect string #2 and spray a drier in there (or hydrogen peroxide), then knock that out and put some white rice in a bag enough to encase the end, tying it on tight and leave it for a day. Then try again.