Station master wont be of any help. Everything lies in the hands of TTE. The TTE may collect the excess fare on board ( but that could be approx rs 500 per pax) nd may work out to be costly. He may also treat those 4 as ticket less and fine them which could be twice the excess fare. I would suggest you to talk to the TTE when the train is on the PF at KPG. The TTE is usually in 2nd ac coaches only. GEN coaches are right next to the 2 AC coach.

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How about taking general tickets from Kopergaon to Manmad?

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For them take general ticket atleast from kopergaon to manmad. To be safe a bit atleast. But kop to MMR is short distance. N it won't be a problem as such.
For Ndls MMR u can try another trains also as Karnataka express is always tough for getting confirmed tickets.
From Manmad u can get taxi or mini vans to Shirdi or State transport buses to there.

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Have got confirmed tickets for all from KPG to NDLS in Karnataka express except 5 people who have confirmed tickets from MMR to NDLS in same train.

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You wont get general tickit for kopargaon to manmad for karnataka express because of travel distance restriction of 600km.
Better go by bus.. very good state transport buses conectivity.. nearly it will take 2hrs from shirdi to manmad

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