I was wondering this myself, but in post 5 the op revealed that aa requires two separate tickets.

In the case of ba, things are a little less clear because award itineraries are always priced segment by segment. That having been said, I'm pretty sure it's impossible to book ctu-sha with ba points unless you enter the connection city as a destination. What's more, ka certainly doesn't file fares between ctu and sha.

The fact that the op never entered HK seems like a red flag at first glance, but in fact this has no bearing on prc entry/exit guidelines. For example, when in Shekou, I sometimes take the ferry to hkia in order to fly to pek or sha, and have learned that this practice is actually fairly common (though I can't say its advisable during peak period arrivals).