can I combine two separate tickets for transit?

My main A/R ticket would be: MUC-NRT, return ticket PVG-MUC with Lufthansa.
From NRT or HKG I would buy a separate ticket to Shanghai, like NRT-PVG.

Can the inbound ticket to China be from another carrier (not Lufthansa) and separate from the main ticket or needs to be one only?
thanks