Are there nonstop flights from Shenzhen (SZX) to Kota Kinabalu (BKI)?

Yes. AirAsia fly this route. Flight time is about 2h 42m.

What is the fastest connection from Shenzhen (SZX) to Kota Kinabalu (BKI)?

via Haikou ≈ 3h 30m, via Bandar Seri Begawan ≈ 3h 31m, via Manila ≈ 3h 41m (estimated flying time, excluding layovers).

from 23,000 JAL miles (economy, one way, based on the published award charts).

Shenzhen Bao'an International Airport (SZX) to Kota Kinabalu International Airport (BKI)・1,873 km

Nonstop flights available (1 airline). Flight time about 2h 42m. Nonstop return flights also operate.

With milesJAL 23,000 miles+ (via KUL)Economy, one way, estimate. Tap a connection for miles by cabin.

13 one-stop options, sorted by estimated flying time. Tap one to see the airlines on each leg and booking links.

Times are estimated from distance. Check schedules, frequency and availability with the airline or a booking site.