Could you be
Gravity?
Really amazing, is what most people say I am,
Gravity really is amazing — without it, you would never have learnt how to walk.
Of ways to move, I'm the fastest way out of a jam.
A reference to the TV show, Gravity Falls, in the seventh episode of the first season, Double Dipper. Basically, the main character (Dipper Pines) wants to impress a girl that he likes (Wendy Corduroy) and, in particular, wants to ask her to dance. His plan: make some clones of himself.
Unfortunately, his plan goes horribly wrong and is ruined by a clone referred to as Paper Jam Dipper who was made by accident. Then, all the clones turn on Dipper — but in the end, all the clones make contact with water due to gravity (the water falls on them) and are all defeated.
Some people think I'm a hole, but not quite,
Gravity is distorted space-time;${}^1$ when an object has mass, it bends space (changes its shape and "weaves out its fabric") and stretches it out, thus making gravity. You might as well call it a hole... but not quite (as it is more like a curve).
${}^1$More about distortions in particular can be found here.
Expect me to be 4D, you'd be right.
Gravity used to be considered the fourth dimension for several years (the theory being first proposed in May, $2006$).
The only flaw is, it has been proven not to be (here and here), so it is not right to say it is.
Now be like an ant or a line, my twist awaits,
Gravity has so much power, we are like ants compared to it; its power is pulling and twisting space-time, acting as a very strong force (for us, at least); and it always awaits when we jump.
Sometimes orange or sometimes blue, are my gates.
Photons${}^1$ (a quantum particle that makes up light) orbit a black hole (creating what is known as the photon sphere), which is surrounded by gravity. Light is composed of all kinds of colours, including orange and blue.
${}^1$Go here or here.
Title:
Einstein would be proud
...of the riddle — the answer might be gravity, which is something that Einstein (and his theories and equations) are heavily related to.