The other three are the Mogao Grottoes in Dunhuang, Gansu; the Yungang Grottoes in Datong, Shanxi province; and the Longmen Grottoes in Luoyang, Henan province.
But when he traveled, he didn't choose to look for opportunities in Luoyang or Chang'an, but went to the Jiangnan area, which was considered relatively remote at the time.