For me, and for most English speakers, all four of those words rhyme, but there are some accents where one or more of them are differentiated. For instance:
I’m also curious to know about suranyi’s accent, and Alessan’s. My guesses: suranyi says “song” and “gong” with a more front, unrounded vowel, closer to “ah”, and “long” and “wrong” with a more back, rounded vowel, closer to “aw”. For Alessan’s, I’m going to go out on a limb and say that the three rhyming words are all somewhere between “ah” and “aw”, while “gong” is actually more of an “oh” sound, like “bone”. Did I win anything?
Also, apparently this kind of thing comes up a lot with “Hop on Pop”!