Is a transfer on different tickets OK?

I would like to fly from Bangkok to Shanghai on a one-way Thai Air ticket, then fly from Shanghai to Dubai on a separate Emirates ticket. At first I thought this would be OK for the 72 hour transit, but on the PRC Embassy website, it says that I need a "confirmed interline ticket". Does this mean that the flight into Shanghai and out of Shanghai needs to be on the same ticket/itinerary? Or have I misunderstood what interline means?

Note: I live in Dubai, I am Canadian, I will visit Shanghai only, I have a confirmed hotel reservation.

Thank you!