While explaining to someone why this was impossible, I accidentally created a mod that allows you customize four characters by putting an extra character creation screen in front of the normal one.
You can download it here:
http://www.nexusmods.com/divinityoriginalsin/mods/21/?I also changed the game to allow four players to connect in multiplayer, but I haven't tested to see if this works yet. If you manage to get this working with more than 2 people, posting your experiences would help greatly.
Anyway, hopefully someone will enjoy this mod. Please report any issues you have in this thread. I suspect this is going to break a lot of things.