Odds are you've blown one of the level translating buffers U19 to U23 which I believe are powered from VTG. Sorry I don't have part numbers and there sees to be a lack of freely available PICkit 4 schematics. It *may* use the same 74LVC1T45 buffers as the PICkit 3. Either use a thermal camera or frost the target ICSP connector end of the board with freezer spray and see which part defrosts the quickest when you attempt to apply external target power, and *hope* its one of the buffers as that's an easy fix!
However unless you are on a very tight deadline, its probably a better idea to contact Microchip Support and see what they can do for you. In the past their policy for in-support debuggers and programmers with a confirmed hardware fault has generally been to ship an advance replacement and only bill you if you fail to return the failed unit.