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At the beginning of your upkeep, if you control four or more creatures, transform this creature.
If you don't control four or more creatures (including Hanweir Militia Captain itself) at the moment your upkeep begins, its ability doesn't trigger. You can't wait for other effects in your upkeep to provide creatures.
If you don't control four or more creatures as Hanweir Militia Captain's ability resolves, it won't transform.
Once Hanweir Militia Captain has transformed into Westvale Cult Leader, controlling fewer than four creatures won't cause it to transform back.
Westvale Cult Leader's first ability counts itself, so it will normally be at least 1/1.
