I wouldn't jump to the conclusion that it is the same plane--it may or may not be, but you will have to deplane regardless. Complicating your question is that KMG is a new airport facility, and we don't have a lot of data points yet on the exact process by which they are handling the international transit with double-stop with new KMG as first landing point.

I would expect that Customs won't be an issue and that your luggage will be checked through at least to PVG, but you need to ask at DXB as to what happens and watch how they tag. You can ask if they will tag all the way to KIX but due to PVG's airport policies, you may have to do some manual claim/recheck there. Be prepared for anything but you should have enough time. The wildest of the wild cards is whether timing of the KMG-PVG leg will hew to the schedule or be delayed on your day of travel, nothing you can do about that.

The passport situation should be simpler. Likely you'll get some sort of transit stamp at KMG incoming Immigration which will then be examined again at PVG Exit Immigration along with your onward itinerary/boarding pass. MU may have procedures for a staff member to collect you and other intl transit passengers on the jetway or incoming gate and escort you to where you need to be at KMG for onward. So you'd be on a domestic flight but as sort of international passengers "in custody." You may be boarded at a different time (usually earlier) or from a different route than the domestic-only stream of passengers. Just have all your paperwork ready (passport, onward itinerary/boarding passes), arrival/departure card you get on incoming plane filled out for "international transit." Stay alert and follow the program. On your flight there's bound to be some other international transit passengers going at least DXB-PVG then onward to other intl destinations.