Which (3 of the 4) quantities must be conserved in all chemical reactions?
mass, charge, density, energy

Mass, charge, and energy are conserved, no matter how much volume of
space they may be spread through either before or after the reaction.

Concerning density ...
Think about the fascinating classroom demonstration where the teacher
drops a tiny pellet of sodium into a glass of water.  The sodium gets very
excited, and it skates and skitters around on the surface of the water,
faster and faster, and eventually it explodes.  All the girls in the class
scream, while the guys are just sitting there and staring at the cloud
of steam that's rising from the glass of water.  The whole point here
is that the density of the steam is much different from the density of
either the water or the sodium that reacted to create it.  The density
is not conserved.