I would actually first try to just move the data directory. Back it up, of course, or run on a test machine first. But if you're migrating forward then GeoServer is designed to just automatically add the new files you need. Going backwards in versions with a newer data directory is much less supported, and that's why the data directory documentation page includes information on all the files that get modified, afaik.
2.1.4 to 2.4.3 is a larger jump than most people do, but it's worth trying. I believe it should work. Just back up everything and check the results. All the new security files should be there automatically.