Round-trip flight for visa

Hi all, I'm a Mexican citizen planning a trip to China. Our itinerary looks as follows:

-Fly into Hong Kong. Stay there three days.
-Fly to Shanghai. Stay there three days.
-Train to Beijing. Stay there three days.
-Train to Xian. Stay there two days.
-Fly to Hong Kong. Stay there one day.
-Fly back home.

I understand that we need a single-entry permit, as we will only be entering mainland PRC once; however, my question is about the round-trip flight requirement. Our round-trip flight is to/from Hong Kong; however, per the itinerary above, we are planning to fly to Shanghai from Hong Kong and then fly back to Hong Kong from Xian.....would this be an issue for the entry permit? Does the round-trip flight need to be to/from the same city in mainland PRC? Because if that's the case, we'd have to get a round-trip flight to/from Shanghai and waste money and time to get back from Xian to Shanghai.

I read somewhere that the initial round-trip flight to/from Hong Kong would suffice, and I also read somewhere else that the flight back to Hong Kong from Xian would also suffice, but I thought I'd ask you guys. Please advise?
Thanks so much in advance!
Regards,
Victor