Visa (Shanghai)

Hi Internations members!
Does anyone know how to obtain an F Visa here in China?
I got my first F Visa in Italy an than a double entry F Visa in Beijing. The company in which I'm going to work for 3 months in Shanghai told me I need to go to Hong Kong.
Do you know if other solutions are possible? And where can I get the Visa in Hong Kong?

Thank you in advance and happy new year!

Emiliano