As someone from England who did postdocs in Thailand (for 4 years) and then taught in high schools in Shanghai (for 3 years), not so recent, but within the last ten years:
Working conditions depend a lot on the people you happen to be around, and Shenzhen is not Shanghai (although in terms of "internationalisation", they are similar), but based on my experience (the following was all TRUE for me, although everyone's experience is different):
Another factor which is sadly crucial but you haven't mentioned, is your ethnicity. If you are white then people will stare at you and you will be a target for rip off/con artists/people trying to sell you junk everywhere you go. The violent crime rate is zero (although, there are pickpockets; and the official train ticket seller in a railway station tried to overcharge me once), but you will have to have your guard up at all times.
If you have darker skin then you might have a hard time. I have heard Chinese friends say things about Africans and non-Chinese Asians which would be unbelievably racist in most western countries. However, I don't know what practical differences in behaviour/treatment might arise from this.
If you look Chinese then people will assume that you are, which means you will get pushed around more on crowded public transport, etc.
(I myself am white, but my Korean-American friend was always complaining about being shoved around on the trains, even more than me - this is just how people behave towards each other in China, and queuing is nonexistent).
Culture shock: You will find it hard to buy certain basic things you are used to in the US (although you will not know which until you are there). You will find that many products are of much lower quality than in the US, that you cannot obtain higher quality products at all.
You will also find a lot of people hawking up phlegm and spitting on the street, dropping litter, and smoking indoors (even in restaurants, even where there are non smoking signs).
Food: someone on the street tried to sell a live hedgehog to me to eat. Even in large supermarkets you will find live frogs and very strange animal meat on sale. If you do not eat such things, you will find it surprisingly hard to find restaurants which sell edible food (I don't regard KFC or McDonald's as edible either). Some people in the comments think this is an exaggeration. I have seen dog carcasses hanging outside restaurants in Shenzhen. OK, I suppose you are not likely to get served something like this accidentally, but that doesn't mean it's not there and cooked in the same kitchen, with questionable hygiene standards (food inspectors are routinely bribed). China is notoriously bad for animal rights. Remember also the poisoned baby milk powder scandal ten years ago.
Language barrier: Very few signs will be in English (let alone people who speak English). For getting on buses etc., you really should have your address or road name written down IN CHINESE CHARACTERS to check. (By English I really mean "Roman script" - if something is written in Polish or Swedish, or some other European language I don't know, at least I can read, copy and memorise things. This is also a problem in Thailand of course, although at least Thai is alphabetic).
Working conditions: make sure EVERYTHING is written down and agreed in GREAT detail. You should expect your employers to lie and cheat about everything. Do not expect any reasonable behaviour or holidays from them. Maybe you will be pleasantly surprised, but plan for the worst. "We missed Monday due to a public holiday, so therefore we will all work on Saturday". One time, both Monday AND Tuesday were Chinese public holidays, so we had to work over Saturday and Sunday (and still work the following Monday - Friday as normal). So, we were forced to work 10 days in a row!
Prices: China is nowhere near as cheap as Thailand, say, nowadays. A good meal in a restaurant will cost you >10 US dollars, easily, unless you are willing to eat strange and/or low quality food. China is fine for buying cheap, low quality junk, but even expensive products will still be low quality, you just cannot escape it. (E.g., I have had DVD players, washing machines, etc. break down within a few months).
"International" cities: absolute nonsense. People say the same about Shanghai, and it is not international at all. All the ways in which it is "international" are very superficial. Nowhere in mainland China is "international" in the proper sense of the word. Only Hong Kong is international (although I don't know about Macau).
Money/exchange: you will find it very easy to change US dollars to yuan, but very hard (within China) to go the other way when you finally leave (and international bank transfers will be very hard). China discourages you from taking foreign currency out of the country. (Yes, even staff in the Bank of China will blatantly lie and pretend not to have foreign money). For cash exchange, by far the best option is to go to Hong Kong. You will have to pay for almost everything in cash.
Freedom/internet: yes, China really does spy on you, block websites, block Hong Kong TV news broadcasts, etc. etc. You need to show your ID at internet cafes, to buy petrol for cars/motorbikes, to buy long distance bus/train tickets, etc. etc. When you first arrive, someone from your apartment building will speak to you and be very friendly. That is the communist party representative who lives in your neighbourhood (EVERY neighbourhood has at least one, who reports back everything they see, especially regarding foreigners). There really are undercover spies everywhere watching you and reporting back to the Communist party.
General evilness/legal problems: if relations go bad between you and your employer, do not expect any kind of fair treatment. They might, e.g., collude with your apartment owner to have you thrown out or overcharged; they might forge documents and try to charge you money for false compensation/refuse to pay salaries owed, etc. etc. Even though the law theoretically protects you, in practice very few people will help you (and even if you take them on and win, you will not be compensated the amount you deserve). Always have your passport handy and be prepared to run if things start to go badly downhill.
At least you are not actually at risk of imprisonment unless you do something really bad.
Shenzhen does have one advantage, that you can easily go to Hong Kong for brief escapes (unless the border is closed due to Covid etc.); if you are working in Shenzhen then you will get a multientry Chinese visa, and Hong Kong I believe allows US passport holders to enter frequently for short tourist visits without fuss.
Shenzhen is newer and less polluted than Shanghai, although it still seems about the same as London to me, which I think of as quite polluted. To be fair, I think Shenzhen is the nicest large Chinese city I've been to (and I have been to quite a few), although there is no history (unlike Guangzhou, Shanghai, Beijing and even Hong Kong).
Make sure you are not the only foreigner who works there! At least they will have dedicated staff members who will help you to find an apartment, get visas/work permits/etc. etc., because they know that most of these are basically impossible if you don't speak Chinese.
Health: they WILL test for diseases like HIV, Hepatitis, Tuberculosis, etc. etc. I don't know where to find the full list of diseases, but if you have anything like this, you might find yourself stuck in China abandoned by your employer (with hefty medical bills) if you fail the medical test. Also, doctors in China are NOT TRUSTWORTHY; some WILL overcharge, recommend dubious or unnecessary treatment, etc. (Of course this may also be true in other countries). Also, what actually will happen if you catch Covid-19 or some other disease? Make sure you ask in advance and have it written into the contract what they will do in this case.