Hi ! I will be arriving at Datong Railway Station around 4 am.

Yes, the taxis are available. From Hanging Monastery to Yungang Grottoes, you can take take a taxi to Hunyuan Bus Station and then take a bus back to Datong Bus Station. The bus departs from 7:15 to 16:55 with an interval about 30 mins and costs about CNY10. After that, take bus line 24 from the bus station to Heping Street and then transfer to Bus Line 12 to Yungang.