Are SONY the first gaming company to have 4 systems on the go at the same time?

[TWRoO]

Depends what you count as "on the go"

I mean Sony has only published 1 game for the PS2 this year, so it's not exactly supported by them anymore.

If you mean they are still producing hardware, well Nintendo was still producing the NES and SNES into 2003, which means in 2001 when the GC launched the NES, SNES, N64, GC and GBA at the minimum. Probably GBC as well (and  if you count it seperately from GBC maybe the original GB too)