Is there airport express running from Jieyang airport to Meizhou

No, the airport shuttle only goes to Shantou downtown. you can take a bus or train from Shantou to Meizhou. The last train departes at 17:18.
You'd better reserve a ticket in advance if you want a seat or sleeping berth on the train. FYI:https://www.travelchinaguide.com/china-trains/
For bus, I'm afraid the ticket is available on spot only presently.