The correct answer is option 4, Antarctica. The Indian research station called Himadri is located in Antarctica. Himadri is the third permanent station established by India in Antarctica. It was set up on 12th January 2008. The station is located on the rocky terrains of the Larsemann Hills, which is a part of the East Antarctica region.

Option 1, Siachen, is incorrect. Siachen Glacier is a disputed territory in the northern tip of Jammu and Kashmir, but it does not house the Himadri research station.

Option 2, Darjeeling, is also incorrect. Darjeeling is a hill station in West Bengal, India. It is known for its tea gardens and panoramic views of the Himalayan range. However, it is not the location of the Himadri research station.

Option 3, Arctic Region, is incorrect. The Arctic Region is located at the northernmost part of the Earth, encompassing the Arctic Ocean and surrounding land areas. The Himadri research station is not located in this region.

Therefore, the correct location for the Himadri research station is option 4, Antarctica.