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While Shang fell short in his bid to become the first Chinese man to reach the fourth round of a Grand Slam in the Open era, the country will have a women's singles player in the second week as 12th seed Zheng.
Sloane Stephens, runner-up at Roland Garros in 2018, dismantled former world No. 1 Karolina Pliskova 6-0, 6-4.
She defeated Belgian Elise Mertens 6-4, 6-0 in the fourth round.
The 28-year-old beat Marie Bouzkova of the Czech Republic 7-5, 1-6, 6-2 to win the Abierto Akron Zapopan in Guadalajara, Mexico.
The pair appeared evenly matched early on but the 17-year-old Gauff handed Stephens a critical break with a double fault on the last point in the ninth game and never regained the momentum from her 28-year-old opponent.
American Frances Tiafoe caused the first big upset by beating third seed Stefanos Tsitsipas 6-4, 6-4, 6-3.
Stephens overcame an attacking Karolina Muchova, ousting the Czech 18th seed 6-3, 7-5.
The Romanian will not play at Roland Garros this year because she is recovering from a calf injury.
US Open champion Stephens tumbled out, as she looked rusty and out-of-sorts in her 6-1, 6-3 defeat by Croatia's Donna Vekic.
She is the first player to go through the season-ending tournament undefeated since Serena Williams in 2013.
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