We consider a static black hole immersed in the Power-Yang-Mills field in four-dimensional Einstein-Gauss-Bonnet gravity and investigate the effect of various parameters on the radius of the photon sphere. The modified form of the Newman-Janis algorithm is used for obtaining a rotating black hole solution in this gravity. Further, we try to explore the influence of the Yang-Mills magnetic charge Q with power q, Gauss-Bonnet parameter α, and spin a on the horizon radius. The geodesic equations are constructed by incorporating the Hamilton-Jacobi formalism. The radial component of the geodesic equations gives the effective potential which is further used in deriving the mathematical structure for the shadows by using Bardeen's procedure for a fixed observer at infinity. The shadows are calculated and plotted in terms of two celestial coordinates for an equatorial observer. It is observed that all the parameters have a very significant effect on the shadow and related physical observables. We also obtain the constraint values for the spin, magnetic charge, and Gauss-Bonnet parameters, using the shadow size of supermassive black holes Sagittarius A* and M87* from the EHT observations for the cases of q = 0.6 and q = 0.9. It is shown that there are upper and lower bounds for the charge and spin of M87* at q = 0.6, while only the upper bounds for the charge and spin of Sagittarius A*. Finally, we investigate the energy emission rate in the Hawking radiation around the 4D Einstein-Gauss-Bonnet black hole in the Power-Yang-Mills field.