Return flight from Tokyo to Sanya via Shenzhen then return via the same route

Unfortunately, you need a full Chinese visa and not a transit one. As you can see, you are arriving at Sanya via a mainland China and your destination is in mainland China. I know that you were thinking about Hainan that can be visited visa free, but this is applicable only if your arrival flight arrives from a country or eligible territory (Hong Kong for example) directly (nonstop) to Hainan. In other words, when you have landed in Shenzhen, you will be asked for a visa because your next flight and your next destination is within mainland China.

I can see that you were in doubts and now you know that 24 hour visa free transit is valid only if Shenzhen or some other mainland Chinese airport is a point of transit between two different countries. I'm sorry.