Originally Posted by
MegatopLover
For the benefit of future readers, what class were you ticketed in?
There is a side door at PVG to pass from arrivals back over to departures with just a security check, no immigration or baggage claim to deal with. I take it you didn't find this. Best way to find it is to go to the China Eastern transfer desk, confirm your BP, and ask them to point you to the transfer passage. This is now fairly formalized, though nowhere near as clear and well-marked and efficient as at Narita.
But OP was transiting international-to-domestic and domestic-to-international. He should go through immigration. Shouldn't he?