Take my advice on traveling to Zhangye! Here's my honest opinion.

I thought Dunhuang was already amazing, but Zhangye is the real hidden gem of the Hexi Corridor. I even canceled my other plans for it.

Zhangye, formerly known as Ganzhou, is one of the four counties in the Hexi Corridor. I won't go into its history, but it has many cultural and natural attractions.

Cultural attractions include the Giant Buddha Temple, Mati Temple Grottoes, Jinta Temple Grottoes, and Manjusri Temple Grottoes.
Natural attractions include the Rainbow Mountains, Pingshanhu Grand Canyon, Balz Snow Mountain, and Shandan Horse Ranch.

Itinerary recommendations:

Day 1: Mati Temple Grottoes + Rainbow Mountains
For culture lovers, I recommend Mati Temple Grottoes + Jinta Temple.
For nature lovers, I recommend Mati Temple Grottoes + Rainbow Mountains.
Mati Temple Grottoes were first built during the Five Liang period. Unfortunately, they were destroyed, but they are beautiful in all seasons. Climb the Thirty-Three Heavens Grottoes to experience the hard work of ancient people and enjoy the snow-capped Qilian Mountains. It's worth the ticket price.
The Rainbow Mountains are more beautiful in summer and fall, especially after the rain. I recommend going in the evening for softer light. There are four viewing platforms, and I found 2, 3, and 4 to be the most beautiful.

Day 2: Zhangye Giant Buddha Temple + Museum
I highly recommend the Giant Buddha Temple, as it's the only Western Xia temple in China. The main hall is mysterious and solemn.
The main hall has a wooden clay sculpture of the reclining Buddha Shakyamuni, the largest indoor reclining Buddha in China. Behind the Buddha are the ten disciples, and on both sides are the eighteen arhats. The walls are carved with murals of Journey to the West and Classic of Mountains and Seas.
The Zhangye Museum doesn't have much to see. I recommend going to the Gansu Museum in Lanzhou. If you have more time in Zhangye, I suggest visiting Pingshanhu Grand Canyon.

Tips:
Shandan Horse Ranch: Unfortunately, it's closed in winter and spring. I recommend going in summer to see the horses bathing.
Hotels are cheap in the off-season, and I ate beef and lamb every day.
Gansu's attractions are scattered, so I recommend joining a tour or renting a car to save time.