#2 is also not natural. It suggests that the acts of arriving and of taking the shower last the same amount of time.
#3 is fine with both 'when' and 'while. It means that they arrived after I had started taking my shower but before I had finished.
#4 is fine, though I feel that the past perfect 'had signed' is more natural. With the past simple, I feel a strong idea of cause and effect. This idea is not nearly so strong with the past perfect.
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