Canadian travelling to Sanya(Connected in Bejing) not registered with local travel agency

Unfortunately, here we have a problem. To be eligible for 30 day visa free access and even for a Hainan VOA, you are not allowed to arrive to Hainan by direct flight from mainland China. Your last segment of your flight itinerary has to be:

A country different than mainland China - Hainan

You can have a flight, for example:

Canada - Beijing - Hong Kong - Hainan

The reason is simple, Hong Kong is not considered as part of mainland China, so it is eligible for the last portion of your flight itinerary in the same way as Taiwan, Japan or South Korea.

I can assume from your initial post that you have already booked all the segments of your planned journey, but you simply cannot reach Hainan visa free while your last flight segment is:

Nanjing - Hainan

If you want to retain your actual flight itinerary, you will have to apply for a Chinese tourist (L) visa in advance and this visa will cover your entire travel and you will not be in obligation of contacting any agency at all because Hainan is considered to be a part of mainland China.

Now, you have to decide whether you will retain your flight and travel itinerary and obtain a Chinese tourist (L) visa or change your flight itinerary. My suggestion is that you do exactly what will cost you less and I somewhat predict that the issuing of visa will be your better plan, especially if you live close to one of five CVASCs in Canada. The good detail is that Canadians can obtain a multiple-entry, long term visa, but you should ask for one during your application process by offering an argument that you plan to visit China more often in the nearby future.