I believe that these 4 frequnecies which you are going to synthesis are somehow relating to each others. In this case, you can synthesis the highest one and then use divider to divide the frequency from this generated signal to the ones you want. So the answer is "No". You only need a single bandwidth in a PLL to synthesise 4 different frequencies.
But you still can use the different bandwidth since you caontrol the PLL. Simply use the control singal for your different frequency output to control your loop bandwidth. It seems that you have adptive PLL loop.
No. You don't use different loop bandwidths, but a single loop bandwidth, to generate a single frequency signal. Then if you want to generate a lower frequency signal, you don't not change anything in the circuit. You simply dervie the correct frequency by using a divider in the output of the PLL. The PLL design remains the same.