Should I fly or train from Hebi, Henan to Shuangyashan, Heilongjiang (four people are not too expensive)? What is the specific route?

I'm glad to answer your question: I suggest you take the train to Beijing West Railway Station first.

Then according to your itinerary, take the train to Harbin at Beijing Railway Station. Note that Beijing Railway Station and West Railway Station are different.

After arriving in Harbin, you can take the train that night to Shuangyashan Station. Or go to the bus station opposite Harbin Station to buy a bus ticket to Shuangyashan.

It's faster to go to Shuangyashan by bus in Harbin. The fare is around 120 yuan. The cars of Longyun Group are more expensive. But there is a toilet in the car.

I hope my answer will satisfy you! thank you