$L^1$ and $L^4$ norms of trigonometric polynomials
No this need not be the case. Take $f(x) = \sum_{n=1}^{N/2} e(nx)$ and $g(x) = \sum_{k=N/2}^N e(2^kx)$. Then the $L^4$ norm of $f$ is big -- of size $N^{\frac 34}$ -- and its $L^1$ norm is very small -- of size $\log N$. On the other hand the $L^4$ norm of $g$ is small -- of size $\sqrt{N}$ -- and its $L^1$ norm is correspondingly large -- of size $\sqrt{N}$. But now the triangle inequality shows that the $L^4$ norm of $f+g$ is big (of size $N^{\frac34}$), whereas the $L^1$ norm of $f+g$ is also big (of size $N^{\frac 12}$).
Even if you want the coefficients $a_n$ to be small, you could arrange this by making the first half of the coefficients be all natural numbers in $[1, N/2]$ and then choosing $N/2$ integers randomly from $[N/2, 2N]$.