is there a way to setup the fast any% code to go through Pinna 5 after 4? so I have the option to do 5YG or no EYG altogether?

You can use the practice code generator (http://gct.zint.ch/) to setup a fast any% code with whichever levels you want. Just be sure to choose "Yes" from the Stage Loader menu.

You mean Fast Any%? No, it checks what Shines you get, you couldn’t just do Pinna 3 again and be sent to Pinna 7 after it. Stage Loader doesn’t, so you could get Pinna 3 or even 100 coins instead of doing 3YG and it would still move on to Pinna 7