Rumor has it that the copy protection in "King's Quest 4" can be circumvented, but I tried what was suggested (pressing Alt+D and then MARBLE) and it didn't work. Is there a way to circumvent the copy protection in KQ4?

In KQ6 you can circumvent some of the copy protection by just exploring the catacombs on your own and trial and error when you get to the tile room where you can be spiked to death. That's what I did. I get through the catacombs easily and not once have I looked at the map in the manual, or even known it was there. You still can't climb the cliffs of logic without the manual, but at least getting through the catacombs without the manual is far more doable than Roberta and Jensen intended.

I don't think you can circumvent copy protection in KQ3 if you want to play the original game. You can get around it by playing a remake.

For some reason, running KQ4 SCI in Doxbox skips the copy protection questions, but not in ScummVM.

The reason it will bypass the copy protection in dosbox is that you downloaded a hacked copy of KQ4. However, ScummVM uses it's own executable for the game, which doesn't eliminate the copy protection. So you can't get around it with a hacked copy when you use ScummVM