The third one is misspelled I think, but no worries, I make a LOT of typos in Korean and English both. I'll try to get it right as I explain. With the first three, you are adding a conjunction, and in the fourth, you are adding a verb ending, but it can also change the meaning a bit. The dictionary form is 힘들다, and you are correct in that it means "Is difficult" or "is hard." When you add a "고" to a verb, you are saying <verb> "and" <another clause follows>. So 힘들고 would mean "is difficult and" and another related clause with its own verb is expected to follow. 힘들어서 is using the <어>서 which establishes casual causation. So "because it's hard," <something follows>. Ex: 힘들어서 못 했어요. (Because it's difficult, I couldn't do it.) 지만 is "but." So "힘들지만" means "It's difficult, but." You may use it like "힘들지만 할 수 있어요." (It's difficult, but I can do it.). 힘들니까 can be a question just like you said as the 니까 is the formal question verb ending. My wife suggests that when this is used by itself in the right context, it can be a nice way of asking "Are you okay?" (suggesting that what they did must have been very difficult, so you expect they are tired, or need a break.)

Here is what I think, 1. 힘들고 = 힘들(다 + 그리)고(=and) 2. 힘들어서 = 힘들다 + 아/어/여서(reason for the preceding sentence) = 힘들어서 = because it's difficult (+ declarative sentence) 3. 힘들지만 = 힘들(다 + 그렇)지만(=but) 4. 힘드니까 = 힘들다 + (으)니까(reason for the preceding sentence) = 힘드니까 = because it's difficult (+ let's-sentence or imperative sentence) "-(으)니까" is often used with "let's - sentence" or "imperative sentence". \^o^/