Does the third country you exit to have to be one of the 51 countries?

Does the country you exit to have to be one of the 51 countries? Does the country you come from have to be one of the 51 countries if you are a passport holder from those countries?

My sister is living in Thailand for the year. She has a US passport. Can she fly to Shanghai from Thailand and then on to HongKong? Instead of Hongkong could she fly for the third country to Malaysia? My other sister is in the US with a US passport. Can she fly from the US to Shanghai and then on to New Delhi?