One of your rear
whats has a stripped bolt?
The EX does have a rough spot in the RPM band around there. I remember it from my wife's old EX, but I can't yet rev my new one past 4,000. It's probably nothing, but the best way to isolate and identify it is to borrow a half-shell helmet that leaves the ears exposed thus (the dork, not the dog):
Then see if you can tell if the noise is coming from one side more than the other while you're riding at that rpm. There is a natural buzz at that rpm that you can't really solve, but it may be something loose is also vibrating at that rpm, and is therefore amplifying the usual buzz.
If you haven't already, take a close look at all exhaust hardware and clamps. Also extend and inspect the center stand. I lost a rubber damper from my W650's centerstand that usually rested against the exhaust joiner at the rear. At a very narrow rpm range it made a horrible noise, because the vibrations were just enough overcome the centerstand's return-spring.
Good luck and let us know how it goes.
-CCinC (proud owner of a cherry '02 red EX500 myself now...and going to break 500 miles on the odo tomorrow so I can rev her past 4,000 rpm.)