Bring it down to the basics. You've got a huge city with millions of people in it. So... Someone Is Always Watching. Taking that further, you could have a group/groups that are specifically monitoring Shanghai for one reason or another. Maybe there's a reason so many people live there in the first place and it's part of the main plot.
On top of that Shanghai has a rich history in regards to religion and folklore, but now has a mostly atheistic population (Taoism and Buddhism make up the largest minorities). So while a lot of people will be quite cynical about the supernatural, there would be a a significant enough proportion of the population that would believe in spirits, demons and the likes. Could be there are criminal groups with demonic powers and cops that call on the strength of their ancestors to fight with, and vigilante groups using their own powers as well (if you haven't yet, watch the film Push: It's about superpowered people in Hong Kong and is great for stealing ideas from. It's also a fantastic film, which helps). This works especially well if you're looking at a low powered game.
Higher up the ladder we could see religious organisations dedicated to exorcising evil spirits and freeing the mortals that have been brought under their sway. You could go a lot of routes with this, but I'd suggest it as a way to bring the Jade Court in. Since you're basically inventing a new vampire court from scratch you're going to have to think up some decent weaknesses as well. I read a good fanfic once that had the Jade Court eat memories, but that would be difficult to fit into an RPG if your players aren't completely behind the idea of IC/OOC separation. Weaknesses wise I'd be sure to not have them easily available. The only thing we know about the Jade Court is that they're secretive.
And I think I'm done taking over this RPG now. It's easy enough to bring the urban part into things when you're dealing with big cities; just take the things the city is famous for and give them a magical twist.
