Thanks for all you comments and helpful suggestions re. the introduction of our 2 new hens. One is fine and is laying eggs (although does still get the occasional peck). She seems to have found the courage to stand up to the original 2 hens and is quite happy.
Our new brown hen is just about getting there. She still won't burst out of the house with the other 3 in the mornings and makes a dash for safety if the others come too close, but at least I have seen her out and about in the run. Hopefully, she'll gain in confidence.
Curious observation - but the bullying was being done by the white hen to the new white hen and the brown hen to the new brown hen. Do chickens see in colour?