first time working at china

hi sir, i mind going to shanghai working, and currently due to some issue they cant issue the work permit to me first ( company rule) and need me keep fly off to hong kong and back to shanghai, and is it immgration will question me? and my L for multi entry is expiry on may 2014, so is it i can apply from HK, or i need back to malaysia? and can malaysian apply the Z at HK?