NO problem,
Flying from HK to to SH will be more expensive than flying from SZ to SH though. It all depends if you have a certain airline in mind that you want to fly from though. In HK, you will have more choices. In SZ, you might have less choices.
If you are able to read Chinese or if you can have somebody that can read Chinese for you then this site
www.fridayol.com seems ok. The prices look at least.
You can take a look at
http://www.tiglion.com It is based in HK. You can ask them. I book a flight from HK to Vancouver when I was in China though. When I came back to HK, I just went to their office to get the tickets. They were very helpful.