Is a visa needed for a domestic portion of an international flight?

I will be going from Bangkok to New Zealand, with a short layover in Shanghai, but on my way back to Bangkok the details look like this:

Auckland to Shanghai (2 hour layover)
Shanghai to Kunming (China)(2 hour layover)
Kunming to Bangkok

Since the Shanghai to Kunming portion is a domestic flight, I would need to switch between the international and domestic terminals, right? Would I need to go through customs? Would I need any kind of entry permit? Would this create any problems?

Thanks!