1. Turn the system on.
2. Use a voltmeter (set it to 20 volt AC)
3. Check the voltage at the splices (the home run wire from the transformer is connected to the first fixture via a splice). You should get around 12 volts (most LED fixtures can run on input voltages between 9 - 15 volts).
4. Keep checking each splice. If the first fixture (the one closest to the transformer) is operating normally and the other 3 down stream are out, there is likely a short or loose connection somewhere between fixture 1 and 2. My guess is the splice at fixture #2 is bad and the break in the main line at the splice is preventing current from getting to the 2 last fixtures as well.
It's a quick check that should take you 5 minutes. Afterwards make sure all the splices are really tight with a strong mechanical connection holding them together, no stray strands and that the connection is fully waterproofed.