There is only one train from Shaoxing to Guangzhou which takes nearly 21.5 hours to Guangzhou. If you think the time is too long, you can get to Hangzhou and then take airplane.
as to shopping place, Beijing Street and Shangxiajie are well known commercial areas of Guangzhou. For wholesale markets, you can find clothes and shoes in Zhanxi Road nearby Guangzhou Railway Station. My suggestion is do not find place to stay around the railway station.