Originally Posted by
Joerch
I could go to T1 and say "Hi" to customs there.

Actually I thought so already, it might be similar like in Turkey, where you have customs airports and non-customs airports. But then again, there is also no way for customs to check luggage for domestic or international arrival if they want to do spot checks on the domestic side, like they do in EU with the green strip and non-green strip luggage tags.
So in theory to add to your theory, the CPH-CTU-PVG should be possible to check through, since PVG has customs.
I've never tried this drill at PVG. I know that it works at CAN and PEK. But, even if it works at PVG, I'd much rather do customs at CTU in order to fly to SHA instead.