Harish wanted to report on the war _______ the danger involved.

The blank is followed by a noun phrase ('the danger involved'), not a clause. 'In spite of' is a preposition that takes a noun phrase as its object, making it grammatically correct here. 'Though', 'although', and 'even though' are conjunctions that introduce clauses with subject and verb. Therefore, 'in spite of' is the correct choice.