1 and 2 are fine. 3 and 4 are wordy; you don't need "the thing which" or "the things which" because "what's" takes care of that.
Remember -- wordiness is not a good thing in English!
1. Some of his pictures seem to be close to what's happening now.
2. Some of his pictures seem close to what's happening now.
3. Some of his pictures seem to be close to the thing which is happening now.
4. Some of his pictures seem to be close to the things which are happening now.
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Are they all interchangeable?
Can we omit 'to be' after 'seem'?
What is the part of speech of 'close'? Is 'close' an adjective or an adverb?
Is 'what' a relative pronoun?
1 answer