Only the third one is wrong. The other three, though correct, may be rude. “I didn’t hear you” is polite.

You can use the second and last one. However, a more polite way would be to say "I didn't hear you" or "I wasn't paying attention."

Exactly, I agree with what Zee said. The most polite way to address the speaker would be "I didn't hear you clearly. Could you repeat that again, please?". I sometimes say: "Apologies, I didn't catch that. Could you repeat it again for me?" Adding "I didn't catch that" is also a native-level phrase and essentially means "I didn't hear/understand what you said". Hope this helps!