If I want to use the Stage 4 of a major subliminal, should I add the previous 3 stages? Should I be mindful of adding more cores?

There is no need to add the previous 3 stages, unless you specifically want an aspect of that one stage to be more pronounced in your subliminal, but still having the other aspects in it. Yes, you should be mindful of adding more cores, because the ST4 of each multi-stage title is quite dense. One, maximum two extra cores, anything beyond would require quite a bit of subliminal experience to run. Of course, you are free to experiment.