Statement 1: True. Sinai Peninsula is geographically part of Egypt.
Statement 2: True. The Sinai Peninsula lies in Asia (it forms the land bridge between Africa and Asia, east of the Suez Canal).
Statement 3: False. Although Egypt as a country is in Africa, the Sinai Peninsula itself lies entirely in Asia.
Statement 4: True. A Russian Metrojet plane (Flight 9268) was downed in Sinai in November 2015.
Hence, the true statements are 1, 2, and 4 only.
\fbox{\parbox{0.97\linewidth}{
\centering Correct set of true statements $=\boxed{1,\ 2,\ 4}$
}}