All you can genuinely conclude from feeling nothing at 2mg reta across four weeks is that you're not an unusually strong responder. Sure, most people notice something at that amount over that timeframe, but far from universal. Given zero side effects or benefits showing up at 2mg, moving straight to 4mg carries pretty minimal risk of serious problems, and continuing upward makes sense even if effects stay absent, though that's genuinely unlikely.
Don't know your reason for starting reta, extra weight? severe obesity? Diabetes management? But if you're committing to this, give it a real shot, working up to around 12mg with bumps every four weeks. In the unlikely case you turn out to be a true non-responder, roughly 5-15% see minimal loss, at least you'll have certainty, and switching over to the other compound is unlikely to change much. Might need to look at a different mechanism entirely at that point.