Looking at EK's fares, a simple R/t from PVG-GLA will not allow the desired routing

Alll the fares I just checked have a routing of SHA-DXB-GLA only

The agents are correct in that you will need 2 fares if you wish this itinerary

KHI-GLA-PVG will price up on the website ( and then you just need to purchase a 1 way to KHI from somewhere ) but doesn't seen particularly nicely priced