I've been on T for about 1 month 2 weeks now. My facial hair and side burns are starting to grow out. I was wondering if I have to let it fully grow back out in order for it to come out longer then shave or I can just shave if the facial is growing out for 4 days or less?

Shaving doesn't affect how the hair grows, it just makes the end of the hair squared-off instead of pointed.  This can make the hair seem more coarse or dense, because it's stubbly, but really, the hair will grow according to its biology, shaved or not.  But... wispy hairs on a face are NOT attractive - shave!