Runway four is never runway zero four because of radios or anything else. It's labeled 4 on the pavement, and that's what it should be called on the radio. You will find pilots who say zero, and eventually hopefully someone will break them of that habit. Approach plates, etc, will all call it runway 4, not zero 4. Saying the keyword "Runway" in front of the number is much better than erroneously using a leading zero.

At least that's this pilots opinion and position :-)