What should I do if my visa to America is refused because I don't have a residence permit?

If your work certificate is opened in Shenzhen, it is useless to get the purchase certificate of Zhongshan, unless you work and live in Zhongshan. Your visa officer will feel that this situation is very complicated, and he has no mind to listen to so many explanations, because even after listening to the explanations, it is time-consuming and laborious to re-verify the situation (from their standpoint, there are so many applications to be processed every day, and this rejection is easy to understand, because you really have not prepared enough materials). So I suggest you don't underestimate the social security and residence permit, whether you can reissue it or not, and then apply again at regular intervals.