Shenzhen Airline's website (especially their international site, supposing you are about to fly LHR-SZX) just won't work, it is so terrible and needs so much work to be done. From my previous experience, I think it only allows you to book seats for bookings made on its website (and most of the time it just doesn't work as well).
You can either try to call them or wait until the online check-in open, given the terrible seat reservation system, most of the seats are probably still there. This should work regardless of where you book your ticket. However, they tend to lock quite a bunch of seats in Y if that is what you booked, especially the first section of Y.