If it is 1yr shop warranty, it is confirmed a grey set.
When buying in China, the easy way to determine if your set is a warranty set is to ask if if the camera comes with the official tax receipt (called Fa Piao 发票

. This is different from a standard receipt (Shou Ju 收据

. An official tax receipt will bear the official company stamp and a sequence of anti-counterfeit numbers and the receipt is registered with local tax department. If you purchased in Starlight Xingguang or Huanglong, they will usually direct you to a special counter to get the official tax receipt issued. In China, if you do not ask for the official tax receipt, it usually mean you are buying water goods (grey sets). And usually, when you ask for a tax receipt, you have to pay a 4-5% over the cost of goods sold. Some shops will quote more.
In the future, you might want to note this, especially if you buy lenses with international warranty. Only with the official tax receipt can you claim international warranty on lenses and flashes. And it sounds like you are quite new to China. This is how everything works in China, for most goods, especially electronics.
And enjoy your time in Shanghai. I heard that it has been really really cold over there these few days.