China visa needed or not for transit via Shenzhen

I hold a Thai passport.
I have bought tickets from Seattle to Shenzhen via Xiamen Airline to connect fight to Bkk via Air Asia.
At that time, Xiamen Airline help me to get a temporary visa at the Shenzhen airport.

I will be back to Seattle via Shenzhen airport on 26-Dec-16.

I will fly from BKK to Shenzhen via Shenzhen airline to connect fight to Seattle via Xiamen Airline.
I don't known that Shenzhen airline will allow me to fly and help me to get temporary visa at the ShenZhen or not.