Technically, none of these sentences are punctuated correctly because they do not include proper capitalization. However, the fourth sentence is the correct option. With corrected capitalization, the sentence should read, "The area in which you park," began the director, "must be in the yellow zone."
"Began the director" needs to be separated from the directors words by commas. His words need to be in quotations marks, with the commas being placed before them.