Well, four dogs at home is pretty much a pack and there should be a leader for each pack. There might be different scenarios around, but to me these are the most likely ones:
Your dogs are a pack and your MIL's dogs are also a pack, so you have two different packs in your home. This particular dog that you're talking about is the dominant in her pack, but not in the other pack. So, basically what she does is to mark your dogs' territory as her own. Probably your dogs are going on the couch and bed and she tries to mark those places as her own territory.
Dogs follow the power, and they look at us like another dog in their pack. It's possible that your MIL has already established a dominant role for her dogs. You have done this for your dogs -- probably you don't have a dominant dog, but you still haven't done anything for your MIL's dogs. One of them is dominant and she believes that she has more power rather than you. So, she's trying to mark your territories as her own.
What you can do to solve the problem -- doesn't really matter what is the reason of her behavior, is to claim your bed and couch. You can Simply sit on the couch or bed and call her name or let her comes close to you. Just in the moment she tries to jump on the couch or bed, stop her. No need to get angry on her, no need to make noise, just keep a long eye-contact with her and try to look serious. She will feel that straightaway.
When she stopped, wait for a few seconds, then smile and call her again. When she came close, get your poker face again and a long eye-contact and stop her coming up -- no need to show an angry face. You can make a small noise like "hishhh" or "hey" to just simply distracting her from approaching the couch or bed. If you repeat it for a couple of times, then she will realize that that specific place or thing, is your property not hers, and that's it.
When a dog realizes that a place or stuff belongs to someone else -- who has more power than him/her, then he/she would never try to claim it or play with it, etc.
I do the same for all of my dogs/puppies, even if they chew something and that simply works. What do I need to do is to claim that thing, and they would never chew it again.
If it didn't work you can drop a little bit of vinegar on the places she's peeing around. The smell will keep her away for a while but that's not the final solution.
Also you should not punish your dog, it won't help neither you nor them. You need discipline in order to make them follow your orders. If you really need to make them understand they did something wrong, you can spray a bit of water into their face -- you can do it with your hand even. It just annoys them and if you repeat enough, they won't do it again.
Also if you give us a little bit of their background, then you will get better answers. For example for how long they live with you? A little bit of their personality? Who is the Leader? Who is the Buddy?
Based on your update, I'm 99% sure that neither your MIL nor you are the leaders from your dogs' point of view. They're simply attracted to you because they get Love from humans, and only humans -- specially not from other dogs.
So, here is what I can recommend to you:
First, when Zaan or others peeing somewhere clean it instantly and use some odors to make sure it doesn't smell their pee anymore. If it smells, they'd just simply pee there again, just because it smells like their or someone's else pee. So, clean it and use some light odors if you're suspected the smell haven't gone completely.
If your rooms/stuff are separated from your MIL, try to make them mixed. If you make a clear zone between your rooms and your stuff to your MIL's room and stuff, and if some of your dogs live in one zone, then it becomes their zone as well. For a dog, it should looks like a home, the whole thing, not this is MIL's stuff, that is for the rest. In order to do that you can bring some of your MIL things into your room or ask your MIL for example to spend sometime on the couch with Zaan and Chani, and preferably others as well.
If you don't take the leadership for the whole pack, then you're making life much harder for yourself and your dogs. Currently I have an English Pointer puppy at my place and I still can't get the leadership from him; The result: He's always alerted, doesn't matter where and when, he is just alerted and does reaction to every single noise or movement. Therefore it makes him nervous and less sociable also. The problem is that my family and I couldn't take the leadership position for couple of reasons. It's not a huge issue and it's gonna be fine in the next months of course, but until that day he will still suffer and that makes me sad.
In order to take the leadership you have to make them understand that you're more powerful comparing to all the other dogs in the pack. How you can be more powerful? by being Calm.
To picture it better, imagine when a dog aggressively barks for you that literally means that hey, I felt danger when you came, so I'm barking to scare you up. That's why a dog doesn't bark for a bird, because there is no danger, but he does bark for a human or a car or an unknown sound. So, if you stay calm and simply look at his eyes while he's barking, you will see that after a few minutes or seconds, he will stop barking. Why? because you're calm. That means hey, look, you can keep barking for 10 days, but I'm here and I'm not afraid of you. It just doesn't work for me. I am the dominant one here and you have to accept it.
So, if you could show something like that to your dogs for example by claiming their food, and then let them eat that, or being calm and powerful when meeting other dogs while going out for walk, then they will accept you as the leader, because they can feel that you're calm, and that's what you need.
Also another thing is usually small dogs can't understand how small their are. Seriously. Because you're always keep them in your hand -- let say if you meet an aggressive Mastiff you will simply take your dogs and what happens is that they look at that big-aggressive Mastiff from above. Because they are small they got some much attention from everyone, so they slowly became like Cats: They think they're God. If you treat them more like the other dogs, then you will see that they will change their general behavior also.
And don't you forget that dogs live in the moment. That means you can get OR lose the leadership, just in a second. Humans are the only creatures who's following powerless leaders, animals simply won't do that. So, stay calm and leader!