Please simply ask them directly for their Business License and Export License, then contact local officials and check them out before payment. I guess they are not a registered company in Shenzhen but an offshore trade company from Hongkong.
An on-site Inspection service would be necessary if your order is large enough in the future. By the way, I will be in Shenzhen after 10 days for a business trip, please feel free to ask me any question related.
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STIN--YOUR OWN 'OFFICE' &'EYES' IN CHINA !
Justin Yuan Skype ID: momochong1
www.bizinchina.cc