Hmm, I won't question why this is but will take you at your word.

1) Europe to PVG. Gateway choices are LHR, CDG, FRA, FCO, and SVO

2) Shanghai to Korea. Best choice would be SHA-GMP (Shanghai Hongqiao to Seoul Gimpo, both of which are more convenient to centers of their respective cities). Your TWOV in China is OK to enter intl at PVG and exit intl at SHA.

3) Korea to Shanghai. As above in reverse. Maybe these segments are less expensive as a nested round-trip itinerary, separate PNR? This is also OK for Chinese TWOV, your entry in and exit out can be on separate PNR's.

4) SHA-KMG. Doable. Note: I think there is also an MU ICN-KMG direct flight which can save you some time and trouble if you don't want/need to enter at Shanghai specifically.

5) KMG-HKG. I think doable as a nonstop.

6) HKG - Europe. Doable only with connection at PVG.