4 is gamespeed for campaign, 5 is the "usual" gamespeed however some players prefer 6 and others pick it to counter the slowdowns from the lag.
but how can you control multiple squads well with that speed though
control groups (CTRL+ any number on your pad) will allow easy selection of that specific group of units anywhere on the map instantly.
otherwise practice.
hmmmm I do know those shortcuts but still feel too fast on speed 5 while controlling multiple lines or a mixed squad ( I usually assign a number to only one type of units even though they all go together). Guess I just need to get used to high speed then