need your help around how should process the data in arduino coming from 4 Zigbee nodes.
That depends on how the 4 XBees send the data.
Are they attached to Arduinos that are sending the data, or are the XBees operating by themselves?
I need to send the complete data as string
So, the first thing you need to do is to define what "complete data" means, and how you will recognize it when it arrives.
Are the senders blabbing away when they feel like it, or are then sending data in response to a request from the coordinator?
There is too much missing from your post to really be able to help you.