where in Guangzhou can I buy ladies dance shoes

In GZ city, I suggest you go to Shuiyin Road for a try! There are many stores selling clothes and shoes for performances or dancing.

In Shenzhen, I know a Jingdu Dancing and Fitness Clothing Conmay selling the shoes. It is at Room no. 304, Songyuan Building, Honggui Road, Luohu District. In additio, I remember there is a baima clothing market in Dongmen Pedestrian, where you might be able find what you want.