By default, you can make 2 unique players by starting your game as splitscreen multiplayer. If you want to do all 4 characters, then you have to do a workaround and run 2 versions of the game.
You can change the classes of all the story characters though, so only do the multiplayer option if you really hate the companions you can get. Otherwise, just respec the ones you like into classes that you want on your team.
