This is one of those times where the chapter markings are less helpful. Remember that when this letter was written it did not have the sentences counted and numbered and the chapter delineations marked as they are now. The numbering system was added centuries later to help us find our way around the Bible quicker. The first half of chapter four is a clear sermon about holy living. However, the teaching on the coming of the Lord runs from 4:13 through 5:11 and shouldn't break with a new chapter.
4:1-12 -- Paul is encouraging them to live holy lives, especially as it relates to sexual relations. In Macedonia, the gods and goddesses were often worshiped through ritual fornication -- essentially one was united with the god/goddess by sexually uniting with a temple priest/priestess. This activity was not only adultery as the Bible teaches it and therefore forbidden; it was also Idolatry (in that it constituted a pagan act of worship) and, therefore, forbidden. The purity of our sexual relations should extend in both our public activities but also in our own homes.
4:13-18 gets at the theological reason for writing this letter. Verse 15 explains the background question: will we who are alive and remain when Jesus returns prevent those who have died in the faith from being resurrected on the last day? This is not a question that arises in the modern world, probably because Paul is quite clear with his explanation. Paul's answer, one that is often misused out of context and frequently misinterpreted is pretty simple: On the day when Christ returns the dead in Christ will rise first THEN we who are still alive will be transformed as well and join them in the resurrection. This thought should comfort us who have had loved ones die in the faith. It is critical to note that this passage implies no time line. It is also critical to note that from this passage (and its concluding thought in chapter 5) implies that when it happens that is the end of the story -- new heaven, new earth, dwelling of God is with people, roll the credits, you with the sneakers out of the pool, etc. Christ's return marks the end of the world as we know it.
More on Christ's second coming is in the first part of chapter 5 which we will look at tomorrow.