Leaving the city on a 24 hour transit visa

Unfortunately, you are not allowed to travel to Anhui province because the transit area consists of Shanghai city area plus Zhejiang and Jiangsu provinces. In theory, you would be able to visit the area using a high speed train, but the problem is that probably you would not be able to buy a tickets and also you risk to be caught and fined and maybe even banned from entering China in the future. Also, you may bring problems to your friend too. Now, it's up to you to decide.

Manfred, you are not allowed to travel to Anhui province because 144 hours visa free transit covers only the area of Shanghai city along with Jiangsu and Zhejiang provinces. Unfortunately Anhui is not within the transit zone. In theory you could take a train, travel to Anhui and back, but it is quite probable that you will be denied to purchase the tickets if the person behind the counter realizes that you are traveling on 144 hours visa free transit. Also, there is a possibility, although a very slim one, that you get caught by authorities performing random checks. In reality, you can do it quite successfully, but keep in mind that if caught, you will be fined and possibly banned from entering China for a long time. Also, have in mind that your friend too can bear some consequences. Well, it's up to you to decide.

Travelling to Anhui is permitted on a 24-hour entry permit. OP's short layover also means he won't be issued a 144-hour permit. However IMO OP should refrain from mentioning his side trip to the officer and also provide a hotel reservation in Shanghai.