renewal of Chinese Work Visa now I've moved Province

My current Z is from Shanghai were I lived for 4yrs. I moved to Shenzhen last June and renewed my Z ok just before leaving Shanghai. Now it expires Mid June and I'm trying to renew through the current company based in Shanghai. As my residence has changed to SZ they say the Bureau in Shanghai won't accept my SZ residence. is this correct? I still do bits of work for this company, they have been my sponsor for the past 5yrs. Does location matter as long as the company are willing to sponsor my extension?
This company also have a HK office , which I now visit more than Shanghai. Can this help the process?
Thanks Jessica