Help!

First and the most important detail is that you are eligible for 24 hour visa free transit and you don't need any kind of visa.

You will print out your flight tickets and have those printouts with you. Also, you will declare at check-in in Chiang Mai that you will travel to Toronto via China using 24 hour visa free transit. After a check of your tickets, you will be allowed to board the plane. If you encounter less trained airport staff employee, you will kindly point him/her to check at Timatic. Timatic is the most authoritative source for this type of subjects. Also, if you are traveling on a single ticket all the way from Chiang Mai to Toronto, you will inform yourself about the luggage policy. Your luggage, if you are traveling on a single ticket will be probably tagged all the way to Toronto, but it is also possible that you will have to collect your luggage at some point and to recheck it again.

Upon your arrival in Kunming, you will approach 24 hour visa free transit counter where you will apply for a temporary entry permit to be allowed to exit the airport (transit zone) because your next flight portion is considered to be a domestic one. You are advised to see whether China Eastern offers free accommodation in Kunming. After your temporary entry permit is granted, you will exit the airport and make a short exploration of the city. After that, you will return back to the airport to take your flight to Shanghai and finally to Toronto.

I'm a bit worried about your short layover in Shanghai, but if you are flying on a single China Eastern ticket, then you will be able to catch your onward flight, although you will have to be very agile and fast. You will have to accomplish an immigration and security and you are advised to rely on China Eastern staff to help you catch your plane on time.