I paid social security in Xiaoshan for more than two years, and now I pay in Hangzhou. Do I need to change trains before that?

I suggest you don't transfer now, unless you want to retire in Xiaoshan in the future and move your account here. You are now in the process of starting a business, and you may want to go to another city for development in a few years. Moreover, the social security fund is being transferred, and the transfer fee should be deducted from it. My opinion is that you should seal the social security in the system first. You can't lose money if you have bank interest. When you decide where to retire, then transfer all the social security you paid before. PS is in Hangzhou. If social security is not renewed, it will be automatically sealed in the system. There is no need to go through any formalities. Please keep the old manual for future reference. If you want to transfer the social security in place A to place B in the future, you need to open an acceptance letter in place B and go to place A to handle the transfer.

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