In the book Buddhist Hermeneutics edited by Donald Lopez, it says in the Introduction that they are to be found in the Catuhprayisaranasutra, which I think is a Mahayana Sutra.- Tsondru.
Hi, difficult question, first i found something in Tsongkhapa's true eloquence (in central philosophy of tibet), which then referred to the first of the five stages of the yogacharyabhumi (strangely called facts of the stages by Thurman). so i looked in the boddhisattva bhumi, https://books.google.com.np/books?id=WrXXCwAAQBAJ&q=four+reliances#v=snippet&q=four%20reliances&f=false But I don't have this book and so I cannot look clearly
In this new book science and philosophy (conceived by HHDL) it has it from Ugraparipṛcchāsūtra, chap. 19. Toh 63, 279b, Pd 42:831. This sutras is one of the earliest mahayana sutras.