Shanghai to Shenzhen - 72 hour visa.

Hello there. Thanks in advance.

If I flew into Shanghai took a domestic flight to Shenzhen could I depart from Shenzhen to my next destination (Australia)

I read above having to leave form the same airport except Shanghai?

So could this path work?
Nov 20th 2:05pm New York to Shanghai
Visit 72 Hour Visa in Shanghai
Flight to Shenzhen Nov 21st
Nov 23rd - 11:50am Shenzhen to Sydney