Option 1 states that the Arya Samaj had a strong support base among the trading castes. This is correct, as the Arya Samaj appealed to the merchant class and had a significant following among them.

Option 2 states that the Arya Samaj introduced `shuddhi` or mass purification. This is also correct, as the Arya Samaj believed in the purification and reconversion of those who had converted to other religions.

Option 3 states that the moderates in the Arya Samaj were headed by Hand Raj and Lajpat Rai and set up a chain of Dayanand Anglo-Vedic colleges. This is also correct, as the moderates in the Arya Samaj, led by individuals like Lala Hansraj and Lajpat Rai, established educational institutions known as Dayanand Anglo-Vedic (DAV) colleges.

Option 4 states that the Arya Samaj had fewer members than the Brahmo Samaj. This statement is not provided in the information given and is not correct.

In conclusion, options 1, 2, and 3 are correct statements about the Arya Samaj. Therefore, the correct answer is option 2.