Dear Kenneth,
Thanks for contacting Top China Travel!
There is no direct trains, flights or buses traveling between Dunhuang and Lijiang.
If you prefer travel by flight, it is suggested to fly to Chongqing city frist, then transfer to Lijiang from Chongqing.
If you prefer to travel by train, it is recommended it take train from Dunhuang t Chengdu or Chongqing first. Then transfer to Lijiang.
Any further request or question, please feel free to contact with us.