If you used a sas session rather than a script file, you could use MPCONNECT to drive and control your parallel processes, and run your final routine upon completion of all 3 parallel processes.
If you want to use a script, you probably have to launch the 4th process at the same time as the first ones, and have the 4th process wait and monitor the completion of the others before starting its own processing.
If you are unsure how to detect completion, maybe create a dummy completion table/file/environment variable in the other processes that you can delete from the last one?