Are any characters from the game featured in season 4?
Yes! Well, sort of. If you caught the recent press release for season one you no doubt noticed that Lance Reddick is listed as Matthew Abbadon, not Arthur Stevens. Abbadon has been mentioned in the game.
Is the Christiane I also "Not Penny's Boat"?
No. But the Christiane I IS in Lost Season 4.
What about the locations? Sunda Trench? Jakarta?
The Sunda Trench IS in Lost Season 4.
Amelia has been ever present in LOST. I remember theories about Adam and Eve being Amelia and her 'friend' way back in season one. And of course, the airport anagram. But isn't Amelia just a really good symbol for people who go missing and are never found? I suspect Earhart is more iconic.