Danish citizen, visa in Taiwan

Dear, I’m sorry you cannot enjoy the policy because according to the policy, the departure country or region and the destination should be different, but after the transit in Shanghai, you fly back to Taiwan. It's not a third region.

According to travel China guide it is a third region (copy and paste):
The flights to and from any of the thirteen cities should not stop beforehand in any other Chinese cities. Hong Kong, Macau and Taiwan are regarded as a third region. For instance, if a flight lands in Xian via Beijing, passengers are not able to enjoy the policy. If a flight passes USA – Beijing – Hong Kong/Macau/Taiwan, passengers are able to enjoy.

What do you mean by: ..."the departure country or region and the destination should be different"... Different from what? ...China? Or because I come from Taiwan and go back to Taiwan...?

I mean that if you fly to mainland from Taiwan, after your short transit in mainland, you shouldn’t fly back to Taiwan and you should fly to other region or country.