From Dunhuang to Guangzhou, there are no direct trains or flights. But you could transfer at Xian or Lanzhou. From Urumqi to Kashgar, both trains and flights are available. It takes about 25hrs by train K9786/K9787 while just 2hrs by air. If you’d like to go to Urumqi and Kashgar from Xian, you can take train from Xian to Urumqi first and then to Kashgar.