I tried this and it worked

In HTML

    

      

      

      

      

    
  

In CSS

body {
  margin: 0px;
  padding: 0px;
}

.container {
  height: 500px;
  width: 100%;
  display: grid;
  grid-template-columns: 1fr 1fr 1fr 1fr;
  gap: 15px;
  margin: 20px;
}

.first {
  border: 5px solid black;
  grid-column: span 2;
  grid-row: 1/3;
}

.second {
  border: 5px solid black;
  grid-column: span 2;
  grid-row: 1/2;
}

.third {
  border: 5px solid black;
  grid-column: span 1;
  grid-row: 2/3;
}

.fourth {
  border: 5px solid black;
  grid-column: span 1;
  grid-row: 2/3;
}

html and css have been changed, and ul and li are not recommended for layout. You need to span the grid as per your requirement.

.container{
   display: grid;
   grid-template-columns: 1fr 1fr 1fr 1fr;
   gap: 20px;
   width: 500px;
   background:#ccc;
   height:500px;
}

.first{
  background:red;
   grid-column: span 2;
  grid-row: 1/3;
}
.second{
  background:green;
   grid-column: span 2;
  grid-row: 1/2;
}
.third{
  background:yellow;
   grid-column: span 1;
  grid-row: 2/3;
}
.fourth{
  background:orange;
   grid-column: span 1;
  grid-row: 2/3;
}