Flying with China Southern, from Amsterdam to Sydney, I have a transit in PEK and ShenZhen.

You will transfer from International to Domestic at PEK, and from domestic and international at SZX. Generally speaking, you need to claim your luggage and check in again. You may confirm this with the airline company.

Transfer procedures at PEK: Flight Arrival- Inspection & Quarantine, Exit and Entry Frontier Inspection- Customs Inspection- Baggage Claim- Going through Transfer Formalities- Waiting & Boarding. The minimum connection time is 2 hours.

Transfer procedures at SZX: Flight Arrival- Baggage Claim- Going through Transfer Formalities- Check in- Quaratine & Inspection, Immigration, Customs- Security Check- Waiting & Boarding. It takes about 2.5 hours to finish the transit.