Revoking a Duke's last county?

Dukes (along with kings and emperors) must always have one county. There are no landless dukes. (An exception are certain special duke-level titles, see comments below.) Because of this the game won't let you revoke the last county owned by a duke. (If a duke loses his last county some other way, I believe he takes one of his vassal's counties or failing that his ducal title is destroyed.)

So if you want to revoke all four titles, you'll need to revoke the two ducal titles first. However you'll earn -20 opinion penalty with all of your vassals for each title you revoke without justification. A -80 penalty can make it very difficult to rule. Instead I would only revoke one or two of the duchies. Dukes with only a single county in their demesne aren't much of threat, lowly counts even less so. Also only revoke a title if you have a non-ambitious and friendly dynasty member to give it to. There's not that much of an advantage of having an unrelated Norwegian vassal over an English one.

You can revoke a duke's last county if the county is not a de-jure county of the duke title. Otherwise, you need to revoke his duke title first. For example, If the last holding of duke of Latium is Constantinople, then you can revoke county of Constantinople, and the duke of Latium will disappear and can be create again. But if the last holding of duke of Latium is Rome, then you need to revoke duke of Latium prior to revoke county of Rome. Or, you can grant him Constantinople, then revoke Rome, and then revoke Constantinople.