How to pay social security in Shanghai and Shenzhen?

Under the current policy, only endowment insurance can be transferred from different places, and it is easy to transfer it to the household registration. If it is not a Shenzhen hukou, it cannot be transferred. You are not registered in Shenzhen, so you can't continue to pay in your own name.

I don't advise you to surrender your insurance. Refusal to sign means that the previous payment period will be invalid, which is very unfavorable to the accumulated payment period. You can consider doing this for the time being. It will be handed over in Shanghai and sealed by Shenzhen Social Security. When it is decided to go back to Xi 'an in the future, we will merge the pension transfer from both sides into Xi 'an, or we will consider what to do when there is a new transfer policy in the future.

Further reading: How to buy insurance, which is good, and teach you how to avoid these "pits" of insurance.