i want to go to Qindao from Shenyang what do you advice me to use as a means of transport

There are several flights that can take you to Qingdao Liuting International Airport. You can take a plane to the destination. It's the fastest and most convenient way.
Or you can take a train at SY North Railway Station. Trains that can take you to Qingdao North Railway Station directly. This way is cheaper but slower.
You can choose the way you like.