We currently use m4.x2large instances running data nodes. I saw elastic recommends ephemeral instances. As m4.2xlarge doesn't offer instance disks, should we swith to another instance type?
Just my $0.02 in that we use i3s for our data nodes for the NVMe disks that they offer.
How do you deal with the ephemeral storage of the I3 instances? I though the data gets wiped out if the node goes down?
Nodes do not get wiped out willy nilly 
... But even if they do, remember you have a cluster! So when a node goes down, the cluster rebalances and you have data! This is where organising your cluster to cater to such scenarios is important.
Also snapshots! Backing up the data outside the cluster frequently means you won't lose everything even if your entire cluster goes down.
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