Finally, through many random connections, I have found a church here in Shanghai! Not only a church (called Shanghai Community Fellowship - http://www.scfenglish.com/) but I've now joined a cell group in the same apartment area! There are over 40 Christians and non-Christians from around the world (literally, everywhere) and we fellowship, sing in different languages at times, and right now we're working through the book of Mark. I've already seen some of these people around the city! It's so fun to have this connect while we're out exploring around Shanghai.
More to come later :)
Oh and new found fact - China's government isn't as controlling with religion as most of us Westerners think. Apparently, if you're a foreigner, you can conduct gatherings for bible studies without it being "illegal". This hasn't always been the case but it is becoming more acceptable, especially around the cities. It's only when you, as a foreigner, try to impose your religion with locals and start holding large gatherings with them which then becomes a threat to the country. I have also heard a lot of the tension comes from China not wanting religion to intercept with the government.
Lots more to learn while I'm here for another 3 months...