Return flight via Shanghai from Bangkok to Copenhagen

It has already been confirmed by SAS, that I will be fine staying 2 days in Shanghai, before flying on to Bangkok. But I am concerned about the return trip from Bangkok to Copenhagen via Shanghai. Arriving to Shanghai 23.05 the day before we return to Copenhagen, but on a different airline (spring airlines from Bangkok to Shanghai, then SAS from Shanghai to Copenhagen). Can we use the 72 hour transit permit going back? Or do we have to stay in the airport (not leaving international)? Or apply for a full visa?