Problems with X visa

My situation is very complicated. I was an Au pair and I came to China with an X2 type, my working agency made me do another type in Shanghai (a X1) and for that apply an university that is not located in Shanghai. Of course they did this just to get it, they were not willing to let me go to university. But the university told us in very official papers that if I don't attend the class or I work with this type, it's gonna be cancelled and I'm gonna be on Chinese black list and stuff that sounds creepy.
Because I didn't want to be in an illegal situation and have further problems I quit this Au pair work. I am now looking for another job that can provide me a real working Z type. But the Au pair agency is now trying to cancel my X type. I don't know how it's possible since the university gave me that X type and not them, and particularly they can't report to the Immigration that they employed me under a student X type they told me to do. Are they just bluffing (cause I suppose you don't cancel an entry permit that easily) or should I really worry and leave the Chinese territory to apply a new one ? Is there a way to know if it is cancelled ? I'd like not to find I overstayed 2 weeks in China when I go back to my country and pay money to the Chinese government.