If you only route internal subnets over your SD-WAN (exit hub is NOT configured) then you will route directly from site 4 to site 1 if the destination is at site 1. If you are talking about an internet application in this first case the traffic will directly go to the internet at site 4. However if you DO configure an exit hub, then all your traffic from all your sites will be to that exit hub before going to the internet.
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