EDIT: This was wrong.
The answer varies with the generating algorithm of the statement the guard makes.
In this example, he told you that you were not in one of the places you’re not in (the Vulcan Desert). If he always does this, then the probability is 1⁄4; if you had been in the Vulcan Desert, he would have told you that you were not in one of the other three.
If he always tells you whether or not you’re in the Vulcan Desert, then once you hear him say you’re not your probability of being in the Vulcan Mountain is 1⁄3.
P(vulcan mountain | you’re not in vulcan desert) = 1⁄3
P(vulcan mountain | guard says “you’re not in vulcan desert”) = P(guard says “you’re not in vulcan desert” | vulcan mountain) * P(vulcan mountain) / P(guard says “you’re not in vulcan desert”) = ((1/3) * (1/4)) / ((3/4) * (1/3)) = 1⁄3
Woops, you’re right; nevermind! There are algorithms that do give different results, such as justinpombrio mentions above.