I don't think anyone has reported this wrinkle on the forum before (a quick search threw nothing up, but the search algorithm is famously brain-dead, so apologies if I am repeating others).
If you are thinking of using KLM to fly between Europe and Auckland (New Zealand) via Shanghai, be aware that at check-in in Auckland Air New Zealand will not check your bags further than Shanghai. If you are flying with a Star Alliance partner such as Swiss or Lufthansa, your bags will be checked through to your destination. As a KLM passenger, however, after 11+ hours in the air from Auckland you will have to complete immigration formalities in Shanghai, collect your bags and clear Chinese customs and then wait a couple of hours for the AirFrance-KLM check-in desks to open so that you can check yourself and your baggage in for the next 11+ hours back to Schiphol. As EU passport holders we were given 24-hour Chinese entry visas without additional hassle, but you really don't need this sort of nonsense in the middle of a 30-hour itinerary. Better to choose another airline or another route.