I’m using my experience living in Beijing as a basis where Shenzhen is known to be more expensive than Beijing when it comes to rent.
I guess you could go lower end, something much more decrepit should be 3-5k/month (think pre boom apartment buildings). However, this would chip away at ones sanity and I don’t recommend it for a westerner. Also, most of SZ’s housing stock is much newer in Beijing, so you won’t find that low end as accessible. Instead you probably have to move way out into the suburbs to find rent that cheap.