Dalila mentions at one point that 'There are four of us, the chosen.' She meant, of course, the ones who carry the mark of the Outsider.

Ok, we know Corvo, Dalila, Daud... Who is the fourth?

I might be mistaken, but didn't the Outsider at some point say something like "there are only eight of you with my mark in the world"? I'm pretty sure he did, and thus when I heard the comment by Delilah it kinda threw me off.

I do suspect Delilah meant Granny Rags though.

Maybe she meant that there are only four in Dunwall? Or she just doesn't know about the other four and counts only people she met. We know that there are eight only because the Outsider told us.

Granny Rags.

And her name is Delilah, btw.

Eight in the world, four in Dunwall. That's my understanding of it, anyway. But further discrepancies arise when you consider The Whalers because, according to Daud's journal, they're all given The Outsider's Mark.

The Whalers don't have the Mark. Daud shares his abilities with them, although it's something he can't control.

I agree. The Outsider asks Daud if he knows that there're eight of his chosen - and that after many years of Daud being one of them, so, I guess, this is not common knowledge.

Also at t some point Daud also says that there're four marked people.

Read his journal.

*edit* I can't quote it verbatim but it's something along the lines of "The Outsider's mark affects each of them [his men] differently."

Nah, he shares his powers - the Whalers don't have marks. How can they, if there're only eight marked?
In TBW it is said that Delilah gives power to her followers like Daud. And witches talk about how they'd be reduced to dancing in moonlight and cheap tricks without Delilah.