Are you noticing the sheds? Like, are you seeing hair on your hands and pillow, computer keyboard, in the shower, etc? And how bad was your baldness before?
I went through some pretty gnarly initial sheds on finasteride. By the two month point, I was seeing a really really good outline of a Norwood 5'ish/6 (that's no sh*t...thinning and loss on my crown and throughout the anterior portion of my scalp). I wasn't going smooth bald, but I could COMPLETELY see the outline of it throughout the entire top of my head where things looked so much thinner. It was driving me crazy, so I buzzed it.
Now that my buzz is growing back in, and I'm coming up on four months of treatment...the finasteride is kicking ***. I'm seeing some really good improvements in the crown of my head and at my temples/anterior scalp. At worst before treatment, I was a NW3/4ish. I think soon I'll be back to my NW2, and maybe MAYBE by the year (or two year) point...I could be back to my NW1. I'm hoping.
Maybe it's possible your shed cycle is like a month or two off? Like I said, my sheds were pretty rowdy. I was pretty worried about them too, because my hair wasn't THAT bad to start...but I was definitely thinning pretty well at my crown, and a little bit in my hairline/temple area receding (before starting finasteride).
And as far as your situation goes, four months really isn't that much time on finasteride. Not even half of what most doctors suggest before you make decisions to stop or continue (1 full year).