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The advent of massive broad-band photometric surveys enabled photometric redshift estimates for unprecedented numbers of galaxies and quasars. These estimates can be improved using better algorithms or by obtaining complementary data such as narrow-band photometry, and broad-band photometry over an extended wavelength range. We investigate the impact of both approaches on photometric redshifts for quasars using data from Southern Photometric Local Universe Survey (S-PLUS) DR4, Galaxy Evolution Explorer (GALEX) DR6/7, and the unWISE catalog for the Wide-field Infrared Survey Explorer (WISE) in three machine learning methods: Random Forest, Flexible Conditional Density Estimation (FlexCoDE), and Bayesian Mixture Density Network (BMDN). Including narrow-band photometry improves the root-mean-square error by 11 per cent in comparison to a model trained with only broad-band photometry. Narrow-band information only provided an improvement of 3.8 per cent when GALEX and WISE colours were included. Thus, narrow bands play a more important role for objects that do not have GALEX or WISE counterparts, which respectively makes 92 per cent and 25 per cent of S-PLUS data considered here. Nevertheless, the inclusion of narrow-band information provided better estimates of the probability density functions obtained with FlexCoDE and BMDN. We publicly release a value-added catalogue of photometrically selected quasars with the photo- z predictions from all methods studied here. The catalogue provided with this work covers the S-PLUS DR4 area (∼3000 square degrees), containing 645 980, 244 912, 144 991 sources with the probability of being a quasar higher than, 80 per cent, 90 per cent, 95 per cent up to r < 21.3 and good photometry quality in the detection image. More quasar candidates can be retrieved from the S-PLUS data base by considering less restrictive selection criteria. [ABSTRACT FROM AUTHOR]