What is the cheaper mode of transport to reach Shenyang from Guangzhou ? If by flight, the price

The cheaper and safer mode is to take a direct train. Several trains at Guangzhou East Station that can take you SY North Railway Station. The ticket fare of soft sleeper is about CNY955 and hard sleeper is about CNY549.5.

Without knowing your traveling date, I can just tell you the air ticket costs around CNY1,200 in recent days. The fee changes a lot from season to season.