I just used the CSX-CAN connection with China Southern so far with various proceedings. Similar constellation, same plane doing a technical stopover before CAN. The luggage was generally checked through until the final destination, what would make sense for the Urumqi connection too, since you continue in the same plane to wherever you go. This was confirmed by travellers on that connection already. The TWOV proceedings were different each time though. The first time I got a 24h TWOV in CSX and arrived in CAN on a pure domestic flight (in the same plane and flight number). I could just walk out of CAN without any additional checks. The second time I got the 24h TWOV in CSX, but arrived in the transit area in CAN. The third time I had to apply for the TWOV in CAN. So it seems to depend on the airline, how they organize or label the flights. If China Southern is somehow defining the URC-CAN part still as international and you get the 24h TWOV in CAN, the 2h limit in Urumqi can be met. Thatīs probably also, why no embassy knows anything specific. The only thing China Southern states on the website is, that there is no possibility of a 72h TWOV for that specific connection (and also only on the chinese website). Itīs all not very satisfying to be honest. If only these chinese transit visas wouldnīt be so extremely expensive.