Well, as me and Shadow_Wolf were speculating (does anyone know where she is? I haven't seen her around for a while ), Fenn is not included in the count of the 4 sacred beasts. Since he was still in the egg and was apparenly the most powerful due to his destiny with Lacroa's saviour, it stands to reason that very few people knew of his existence. So that leaves us with 2 unaccounted for. Nothing has been mentioned of them in season 2, but I've been told that apparently in part 3 of season 1's "The Mystery of Lacroa" arc (the DVD with said episode is taking it's merry time to reach me) we get a brief look and description of the 4 from Zero.