They joined Steven Naismith, Steven Whittaker, Sone Aluko and Rhys McCabe, who registered their objections before the start of this week.
A statement from lawyer Margaret Gribbon of Bridge Litigation read: "Allan McGregor, Steven Davis, Jamie Ness and Kyle Lafferty have instructed PFA lawyers' Bridge Litigation UK to object to their transfer to the Rangers' newco."
Lee Wallace earlier pledged his future to the newco club, which is almost certain to start life outside the Clydesdale Bank Premier League. But Wallace and Lee McCulloch are the only two players to have committed themselves publicly to staying at Ibrox and Green now faces the prospect of more players walking away, possibly without compensation.
The law firm's statement added: "The union's lawyers are already instructed in this matter for Rhys McCabe and Sone Aluko. Bridge Litigation UK has confirmed that letters of objection have been sent to the club along with requests to the SFA to release the players' registrations.
"Bridge Litigation UK have shared with the players the contents of legal guidance issued by the SFA last week on the issue of TUPE and player registration and which they state supports their legal view that an objection under TUPE amounts to a lawful termination of contract giving the club no entitlement to a claim for compensation."