Explanation:

1. Shyamji Krishna Varma was indeed a leader of the Indian revolutionary movement in Europe, making statement 1 true.

2. He started 'The Indian Sociologist,' which was indeed banned by the British, so statement 2 is true.

3. He was not involved in the Quit India Movement, as he died in 1930, so statement 3 is false.

4. His work continued in exile after moving from Britain, confirming statement 4.

Thus, the correct statements are 1, 2, and 4.