Since you have Zhangye, you might also want to include Dunhuang (https://en.wikipedia.org/wiki/Dunhuang)?
And there's Mogao Caves (https://en.wikipedia.org/wiki/Mogao_Caves) which can't be missed.
And there's Mogao Caves (https://en.wikipedia.org/wiki/Mogao_Caves) which can't be missed.
This Silk Road experience is a project I anticipate working on over the next few years.