which is shortest way to Lianyungang by bus? From Shanghai or Beijing?

Of course the distance between Shanghai and LYG is shorter.
You can take long-distance bus at Shanghai General Bus Station. The schedules respectively are 07:40, 10:50, 12:40 and 16:30. The ticket fare is CNY 145 to CNY 171.
The bus station is located at No.1666, Zhongxing Road, Zhabei District.