As editor of one of a journal which often has articles that mention n-grams, my house style is to have n-gram with a hyphen, and the n in italics. Although I feel it is not quite right, I guess I would capitalize the n if it starts a sentence. As for nomenclature, it seems to me that we hear about unigrams, bigrams and trigrams, but after that use numbers: 4-grams, 5-grams etc., with a numeral and a hyphen.
That's my preference, based on what I have seen or heard.
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