What are the other 4 Chapters of Ogre Battle?
If you click through to the Ogre Battle: The March of the Black Queen link on Wikipedia, it says
Listed as the 5th chapter of the entire saga; twenty-five years prior to the beginning of the game, Empress Endora conquered the continent of Zetegenia. During her reign, a resistance organization called the Liberation Army forms to free the continent from her rule.
So it would seem that the first four chapters are Empress Endora conquering the continent. They have not been released as games nor on other media. They are glimpsed only as historical background in the games.
You might find more information on Wikia although they warn about spoilers. The Wikia for Ogre Battle: The March of the Black Queen says
It is the first installment of an episodic series (although it is supposed to be the fifth episode, the previous episodes have not yet been produced)
Confirming that the first four chapters have not been released as games and were not written in some other media prior to the games being released.
If there are names for the first four chapters, I'm not finding them. The story seems to be that good Queen Endora of Hyland was worried about invasion from another continent and went around trying to convince the other four countries on the continent to unite. They decided that she was wrong and weak, so they united and invaded her. She defeated them and became the evil Empress of the continent. It's not clear how that divides into chapters.
Note the parallels to the Star Wars saga. In 1993 when the first game was released, the middle three movies had been released. They skipped the first three and started with episode four. Similarly, Ogre Battle starts in the middle of the saga and doesn't seem to have released the first four episodes in the series. Also, in Star Wars, Darth Vader starts as a hero and becomes a villain in those skipped episodes (now released). Similarly, Endora starts as a hero and becomes a villain prior to the first game. Rebel alliance, etc.
I would regard the initial chapters as something of a homage to Star Wars. This is what it looks like if no one ever fills in those historical pieces. Contrast with the actual Star Wars, which did.