Yes, parallel is fine. Beware the leakage between secondaries is about double that of an equivalent windup in a single transformer, so will have poorer cross-regulation. You may want to do it with local regulation anyway, to avoid any channel going too high/low in voltage. On the upside, they should all have the same load -- give or take if you want to parallel two for the low side, at least -- with a single transformer it would have double the load so run low while the high-sides run high.
And yeah, more than one winding even (per transformer), is probably a custom job. I haven't seen any with multiple secondaries of adequate isolation rating; they may be out there, but it's so devilishly hard to search for something like this. So rarely used, anyway, aside from this sort of application.
Don't worry about the -4V, don't treat it as a separate circuit, just do the total (i.e. 20V or so) and shunt-regulate the tap (i.e. with a 3.9 to 5.1V zener). It only ever gets displacement current, as long as it's adequately bypassed it's fine, and the zener will hold it more or less where it needs to be.
BTW, if this is like a big industrial module application, you may find it's better to isolate the two low-sides anyway: the stray inductance between them will generate large common-mode voltages that won't be easy to handle by the supply or driver circuits. Whereas if it's like just a quad of TO-247s or something, that's not so bad, and the inductance of that particular path is under design control, you can account for it. Whereas with modules and bus bars, you're limited by whatever they do, which usually isn't very great.
Tim