Ain't no thang, Bro.
The mention about the pollution is a dampener, but I think most cities would have that charming layer of grime.
True for northern cities, but another area where Dalian stomps Shenyang as a place to live. Dalian gets ocean breezes that sweeps much of the crap in the air out to sea for the Koreans to enjoy.
Coastal cities have by far the best air in the developed areas of China.
Shenyang, sadly, has no such cleaning system. What happens in Shenyang STAYS in Shenyang.
As for Changzhi...personally, a small town in Shanxi Province is my idea of Hell. That's just me; there are folks who love these venues.
Chances are it'll be a bit warmer than Shenyang, but even more polluted. MUCH more...Shanxi is the heart of the soft-coal mining (and burning) country. Not just the shitty coal, either...a lot of the nastier smokestack industries are there for the coal. It will likely be backwards, isolated, boring, and highly staring-intensive. Again personally, I can't imagine going there without some ability to speak Chinese. I would develop a case of the screaming woo-hoos in such a place.