Construction and thickness are different
A yarn can be made by twisting two, three or more plies together. The thickness of those component strands also matters, so a two-ply yarn is not automatically thinner than a four-ply yarn.
For example, Brooklyn Tweed lists Shelter as a two-ply worsted-weight yarn and Peerie as a four-ply fingering-weight yarn. The construction count alone does not rank their thickness.
Regional names
Patterns and labels can also use names such as “4 ply” or “8 ply” as regional thickness conventions. Read the yarn’s category, gauge and label rather than counting plies to choose a substitute. See yarn weight and gauge swatch.