1) You won't need a visa for those 2.5 hrs, but are eligible for visa-free transfer, since your stay is under 24/48 hours. (Assumption: Your nationality is eligible for this, i guessed from your name you were Dutch or German... )

2) There is the chance that China Eastern (MU) can check your bags through to Tokyo on DL. I doubt they can give you the boarding pass for DL, but you probably could get that at the transfer desk in Shanghai (without going thru immigration) or even online. All you would have to do is show the MU agent in BKK your DL ticket (and hope he knows how to do it).
Maybe someone knows whether MU and DL already interline? MU is about to join Skyteam...