Depends if you are willing to do 1-stop for an international long haul as Shenzhen Airlines is still mostly a domestic/regional carrier. You should be able to readily connect in PEK or PVG for international long-haul but subject to a lot of stress from the typical surprises when flying in China. Alternatively, just pop across the border to HKG and have that predictability and peace of mind.
Don't bet on using avios to redeem CX these days. CX has 0'ed out availability to BA for near departures. At least with Asiamiles you can waitlist but they are practically useless for domestic China as oneworld has a pitiful presence in Asia vs. Star Alliance.