I guess you must not like Asian girls that much. Otherwise, I can't imagine being exasperated with life in China to the extent that you're indicating. I lived in Shanghai for almost a year straight out of college and this is basically how my mindset was the entire time:
(substitute Azns for drugs)
Nah, but in all seriousness, living in China is pretty pointless unless you have a strong thirst for the women. I'm sure this goes double in a city like Shenzhen where there are fewer opportunities to be engaged in various activities than in more international cities like Shanghai or Beijing.
With that said, if you do like the girls (and they don't hate your guts), living in China is a fucking blast. Sure, they certainly do things differently over there and some of those things are frustrating. It gets old when people barge in front of you in line or taxis pass you by to pick up the Chinese guy a block down the street. But it's just the price of doing business.
Realize this: at the end of the day, you're waiting 10 extra minutes for a taxi, but you're also banging multiple young cuties in a country with a terrible gender ratio where dudes are killing themselves to own a house just to get laid, and making 5-10 times the money that a Chinese college grad makes just for blabbing around in you native tongue. And this is as someone on the very bottom of the expat pyramid, the despised English teacher. If you can climb past that level and become a reputable professional at a brand-name corporation, it's a whole 'nother life.
Anyway, enough with the abstract bullshit. I think what you need to do is make some solid friends with people in your own age group and who have similar goals. You're not going to be happy rolling solo in Shenzhen, nor with wasting your time with 35 year old, beta English teacher lifers. It's absolutely key to find at least 1 dude that you can connect with and have a blast just shooting the shit over beers, even better if he's a poon hound like ourselves.
My first 2 or 3 months in China were more or less miserable (on a personal level, not because of frustration with the country) because I had no one to hang with. Once I fortuitously met some guys who were cool, it was like night and day. Now that I'm about to make a return to Shanghai in a matter of a couple weeks, I know my first priority will be finding an apartment with roommates who I think I can hit it off with as a first step, then growing my circle of friends further via signing up for sports, joining an MMA gym, etc. I would suggest you try to do the same. As long as you're generally having fun, the annoying idiosyncrasies of living in China sort of just fade into the background. They're still there of course and you have to deal with them, but they are nowhere near prominent enough to affect your general state of mind.